Search Results - "Interest rates Mathematical models."

A numerical model of the mamon-rodrigo option pricing formula using stochastic volatility models by Jamosin, Carl Joseph V.

Interest rate modelling by James, Jessica

Discrete models of financial markets by Capinski, Marek 1951-

Cover image
Contributor biographical information
Publisher description
Table of contents only

A stochastic model in generating interest rate scenarios by Antonio, Christine Abegail M.

The young person's guide to neutrality, price level indeterminacy, interest rate pegs, and fiscal theories of the price level. by Buiter, Willem H.

Click here to download the fulltext

The central tendency a second factor in bond yields by Balduzzi, Pierluigi

Click here to download the fulltext

What determines U.S. swap spreadsn by Kobor, Adam

Interest rate models theory and practice by Brigo, Damiano 1966-

Long-horizon uncovered interest rate parity by Meredith, Guy

Interest rate models theory and practice : with smile, inflation, and credit by Brigo, Damiano 1966-