Search Results for: Term Structure Models

Modeling the Term Structure of Interest Rates

Modeling the Term Structure of Interest Rates
Author :
Publisher : Now Publishers Inc
Total Pages : 171
Release :
ISBN-10 : 9781601983725
ISBN-13 : 1601983727
Rating : 4/5 (25 Downloads)
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Book Synopsis Modeling the Term Structure of Interest Rates by : Rajna Gibson

Download or read book Modeling the Term Structure of Interest Rates written by Rajna Gibson and published by Now Publishers Inc. This book was released on 2010 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.


Modeling the Term Structure of Interest Rates Related Books

Modeling the Term Structure of Interest Rates
Language: en
Pages: 171

Modeling the Term Structure of Interest Rates

Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Term-Structure Models
Language: en
Pages: 259

Term-Structure Models

Authors: Damir Filipovic
Categories: Mathematics
Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media

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Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure m
Interest Rate Modeling
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Pages: 1154

Interest Rate Modeling

Authors: Leif B. G. Andersen
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher:

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"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is
Dynamic Term Structure Modeling
Language: en
Pages: 722

Dynamic Term Structure Modeling

Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2007-05-23 - Publisher: John Wiley & Sons

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Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri
On the Estimation of Term Structure Models and An Application to the United States
Language: en
Pages: 64

On the Estimation of Term Structure Models and An Application to the United States

Authors: International Monetary Fund
Categories: Business & Economics
Type: BOOK - Published: 2010-11-01 - Publisher: International Monetary Fund

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This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel