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Newest
Economics/Finances 12 Month Loans
Economics/Finances William H. Greene "Econometric Analysis" Solutions Manual (repost)
Economics/Finances A First Course in Corporate Finance (Repost)
Economics/Finances Yujiro Hayami, Yoshihisa Godo - Development Economics: From the Poverty to the Wealth of Nations
Economics/Finances Joel Blau - Illusions of Prosperity: America's Working Families in an Age of Economic Insecurity
Economics/Finances Kent Eaton - Politicians and Economic Reform in New Democracies: Argentina and the Philippines in the 1990s
Economics/Finances Transition, Regional Development And Globalization: China and Central Europe
Economics/Finances Macroeconomics: Principles and Applications, Reprint
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Economics/Finances Kaplan Schweser CFA 2010 Level 01 eBooks Videos 16CDs [Reup]
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Economics/Finances Andrew Crane, "Corporations and Citizenship (Business, Value Creation, and Society)"
Economics/Finances William H. Greene "Econometric Analysis" Solutions Manual (repost)
Economics/Finances A First Course in Corporate Finance (Repost)
Economics/Finances Yujiro Hayami, Yoshihisa Godo - Development Economics: From the Poverty to the Wealth of Nations
Economics/Finances Joel Blau - Illusions of Prosperity: America's Working Families in an Age of Economic Insecurity
Economics/Finances Kent Eaton - Politicians and Economic Reform in New Democracies: Argentina and the Philippines in the 1990s
Economics/Finances Transition, Regional Development And Globalization: China and Central Europe
Economics/Finances Macroeconomics: Principles and Applications, Reprint
Economics/Finances Petrochemical Economics: Technology Selection in a Carbon Constrained World
Economics/Finances Kaplan Schweser CFA 2010 Level 01 eBooks Videos 16CDs [Reup]
Economics/Finances Managing Financial Resources, 3rd edition
Economics/Finances Malcolm MacLachlan, Leslie Swartz - Disability & International Development: Towards Inclusive Global Health
Economics/Finances Economics in Russia
Economics/Finances The Innovation Playbook, web site: A Revolution in Business Excellence
Economics/Finances Организация деятельности центрального банка
Economics/Finances Курс экономической теории
Economics/Finances The Alpha Hunter: Profiting from Option LEAPS (Repost)
Economics/Finances Maladie, invalidité et travail : Surmonter les obstacles : Synthèse des résultats dans les pays de l'OCDE
Economics/Finances Tools for homesteaders, gardeners, and small-scale farmers: A catalog of hard-to-find implements and equipment
Economics/Finances Andrew Crane, "Corporations and Citizenship (Business, Value Creation, and Society)"
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Economics/Finances Damir Filipovic - Term-Structure Models: A Graduate Course
Posted on 2010-03-16
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More Damir Filipovic - Term-Structure Models: A Graduate Course Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic probability theory, and real and complex analysis. Thanks to original uploader!
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