DMCA. Copyrighted Work that you can Claim.
Base have 223 081 books.
Search: 


📙 Interest Rate Derivatives: Fixed Income Trading Strategies by Eurex. — free pdf




About book:

About file:

  • File size: 528 571
  • Format: pdf


Security code:
Download button

Similar books results


Efficient Methods for Valuing Interest Rate Derivatives
Efficient Methods for Valuing Interest Rate Derivatives epub download by Antoon Pelsser

Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- an...

Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) free epub by Antoon Pelsser

This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concen...

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach epub download by Dr. Markus Bouziane (auth.)

From the reviews:"The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. The main objective of this research work was to derive an efficient and accurate pricing tool for interest rate ...

Interest rate, term structure, and valuation modeling
Interest rate, term structure, and valuation modeling pdf free by Frank J. Fabozzi, Frank J. Fabozzi CFA

Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services. This acce...

Interest Rate Swaps and Their Derivatives: A Practitioner's Guide
Interest Rate Swaps and Their Derivatives: A Practitioner's Guide pdf free by Amir Sadr

An up-to-date look at the evolution of interest rate swaps and derivativesInterest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main ''rates...

Mastering R for Quantitative Finance: Use R to optimize your trading strategy and build up your own risk management system
Mastering R for Quantitative Finance: Use R to optimize your trading strategy and build up your own risk management system free pdf by Edina Berlinger

R is the essential skill to master for anyone looking to make an impact in quantitative finance. The reigning king of serious statistical languages, R gives you the power to turn your raw data into lucrative analyses - and this book shows you how. Chapter...

The Valuation of Interest Rate Derivative Securities (Routledge New Advances in Economics, 1)
The Valuation of Interest Rate Derivative Securities (Routledge New Advances in Economics, 1) epub download by Jeroe De Munnik

This book provides a detailed overview and classification of the different approaches to valuing interest rate dependent securities....

PDE Valuation of Interest Rate Derivatives - From Theory to Implementation
PDE Valuation of Interest Rate Derivatives - From Theory to Implementation epub download by Peter Kohl-Landgraf

The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the ever increasing complexity of interest rate products, the high dimensionality of this approach starts to reach its limits fr...

Interest-Rate Management
Interest-Rate Management pdf free by Rudi Zagst (auth.)

The complexity of new financial products as well as the ever-increasing importance of derivative securities for financial risk and portfolio management have made mathematical pricing models and comprehensive risk management tools increasingly important.Th...

General Inequalities 7: 7th International Conference at Oberwolfach, November 13–18, 1995
General Inequalities 7: 7th International Conference at Oberwolfach, November 13–18, 1995 free epub by Pavel Drábek, Hans P. Heinig, Alois Kufner (auth.), Catherine Bandle, William N. Everitt, Laszlo Losonczi, Wolfgang Walter (eds.)

Inequalities continue to play an essential role in mathematics. The subject is per­ haps the last field that is comprehended and used by mathematicians working in all the areas of the discipline of mathematics. Since the seminal work Inequalities (1934) o...

Semiorders: Properties, Representations, Applications
Semiorders: Properties, Representations, Applications free download by M. Pirlot, Ph. Vincke (auth.)

Semiorder is probably one of the most frequently ordered structures in science. It naturally appears in fields like psychometrics, economics, decision sciences, linguistics and archaeology. It explicitly takes into account the inevitable imprecisions of s...

A Survey of Models for Tumor-Immune System Dynamics
A Survey of Models for Tumor-Immune System Dynamics free download by B. D. Curti, D. L. Longo (auth.), John A. Adam, Nicola Bellomo (eds.)

Mathematical Modeling and Immunology An enormous amount of human effort and economic resources has been directed in this century to the fight against cancer. The purpose, of course, has been to find strategies to overcome this hard, challenging and seemin...

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
Asymptotic Behaviour of Linearly Transformed Sums of Random Variables epub download by Valery Buldygin, Serguei Solntsev (auth.)

Limit theorems for random sequences may conventionally be divided into two large parts, one of them dealing with convergence of distributions (weak limit theorems) and the other, with almost sure convergence, that is to say, with asymptotic prop­ erties o...

Grundlagen der Statistik: Datenerfassung und -aufbereitung, Darstellung des statistischen Materials, Statistische Maßzahlen, Verhältnis- und Indexzahlen, Zeitreihenanalyse

Differentialgeometrie: Kurven und Flächen
Differentialgeometrie: Kurven und Flächen free epub by Prof. Dr. Volkmar Wünsch (auth.)

Welche Rolle spielen Minimalflächen für leichte Dachkonstruktionen oder Klothoiden im Straßenbau? Warum gibt es keine längentreuen Landkarten? Wie bestimmt man kürzeste Verbindungslinien zweier Flächenpunkte? Viele Disziplinen der Mathematik, der Physik u...

George Boole: Selected Manuscripts on Logic and its Philosophy
George Boole: Selected Manuscripts on Logic and its Philosophy free download by Ivor Grattan-Guinness, Dr. phil.-hist. Gérard Bornet (auth.), Ivor Grattan-Guinness, Dr. phil.-hist. Gérard Bornet (eds.)

George Boole (1815-1864) is well known to mathematicians for his research and textbooks on the calculus, but his name has spread world-wide for his innovations in symbolic logic and the development and applications made since his day. The utility of "Bool...

Fixed Point Theory and Best Approximation: The KKM-map Principle
Fixed Point Theory and Best Approximation: The KKM-map Principle free download by Sankatha Singh, Bruce Watson, Pramila Srivastava (auth.)

The aim of this volume is to make available to a large audience recent material in nonlinear functional analysis that has not been covered in book format before. Here, several topics of current and growing interest are systematically presented, such as fi...

Advances in Statistical Decision Theory and Applications
Advances in Statistical Decision Theory and Applications pdf free by David S. Moore (auth.), S. Panchapakesan, N. Balakrishnan (eds.)

Shanti S. Gupta has made pioneering contributions to ranking and selection theory; in particular, to subset selection theory. His list of publications and the numerous citations his publications have received over the last forty years will amply testify t...

Partial Differential Equations through Examples and Exercises
Partial Differential Equations through Examples and Exercises pdf free by Endre Pap, Arpad Takači, Djurdjica Takači (auth.)

The book Partial Differential Equations through Examples and Exercises has evolved from the lectures and exercises that the authors have given for more than fifteen years, mostly for mathematics, computer science, physics and chemistry students. By our be...