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Three Essays on the Modeling of the Term Structure of Interest Rates

Author: Julius Taehoon Kim
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Book Description

Three Essays on the Modeling of the Term Structure of Interest Rates

Author: Julius Taehoon Kim
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Book Description

Modeling the Term Structure of Interest Rates

Author: Rajna Gibson
Publisher: Now Publishers Inc
ISBN: 1601983727
Category : Business & Economics
Languages : en
Pages : 171

Book Description
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.

Three Essays on the Term Structure

Author: Robin James Brenner
Publisher:
ISBN:
Category : Interest rates
Languages : en
Pages : 508

Book Description

Essays on the Term Structure of Interest Rates

Author: Wei Shi
Publisher:
ISBN:
Category :
Languages : en
Pages : 198

Book Description

Some Models of the Term Structure of Interest Rates

Author: Robert Sterling Goldstein
Publisher:
ISBN:
Category :
Languages : en
Pages : 194

Book Description

Three Essays on Continuous-time Diffusion Models

Author: Seungmoon Choi
Publisher:
ISBN:
Category :
Languages : en
Pages : 216

Book Description

Three Essays in Financial Economics

Author: Eric Neis
Publisher:
ISBN:
Category : Municipal bonds
Languages : en
Pages : 618

Book Description

Fixed Income Modelling

Author: Claus Munk
Publisher: Oxford University Press
ISBN: 0199575088
Category : Business & Economics
Languages : en
Pages : 573

Book Description
A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.

Stochastic Models

Author: José González-Barrios
Publisher: American Mathematical Soc.
ISBN: 0821834665
Category : Mathematics
Languages : en
Pages : 282

Book Description
The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.

American Doctoral Dissertations

Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 776

Book Description