Science/Engineering Interest-Rate Option Models (Repost) (0471979589)

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Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options

The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities. It also presents a substantial new chapter devoted to this revolutionary modelling method. In this second edition, readers will also find important new data dealing with the securities market and the probabilistic/stochastic calculus tools. Other changes include: a new chapter on the issues arising in the pricing of several classes of exotic interest-rate instruments; and insights from the BDT and the Brennan and Schwartz approaches which can be combined into a new class of "generalised models". Further details can be found on the links between mean-reversion and calibration for the important classes of models.

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	Economics/Finances Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit Interest Rate Models - Theory and Practice: With Smile, Inflation and CreditPublisher:Springer (2007-08) \| ISBN-10: 3540221492 \| PDF \| 5.3 Mb \| 981 pagesThe 2nd edition of this successful book has several new features. The calibration discu ...
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	Business/Investing Consistency Problems for Heath-Jarrow-Morton Interest Rate Models Consistency Problems for Heath-Jarrow-Morton Interest Rate ModelsSpringer \| 2001-05-11 \| ISBN: 3540414932 \| 134 pages \| DjVu \| 1,2 MBBond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to ...
	Economics/Finances Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Repost) Consistency Problems for Heath-Jarrow-Morton Interest Rate ModelsSpringer \| 2001-05-11 \| ISBN: 3540414932 \| 134 pages \| DjVu \| 1,2 MBBond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to ...
	Economics/Finances Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Repost) Interest Rate Models - Theory and Practice: With Smile, Inflation and CreditPublisher:Springer (2007-08) \| ISBN-10: 3540221492 \| PDF \| 5.3 Mb \| 981 pagesThe 2nd edition of this successful book has several new features. The calibration discu ...

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	Economics/Finances Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit Interest Rate Models - Theory and Practice: With Smile, Inflation and CreditPublisher:Springer (2007-08) \| ISBN-10: 3540221492 \| PDF \| 5.3 Mb \| 981 pagesThe 2nd edition of this successful book has several new features. The calibration discu ...
	Study Interest-Rate Option Models Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) by Riccardo Rebonato (Author)Publisher: John Wiley & Sons; 2nd edition (May 1998) \| ISBN-10: 04 ...
	Economics/Finances Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective René A. Carmona, Michael R. Tehranchi “Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective" Springer \| 2006-06-14 \| ISBN: 3540270655 \| 235 pages \| PDF \| 2,1 MB
	Business/Investing Consistency Problems for Heath-Jarrow-Morton Interest Rate Models Consistency Problems for Heath-Jarrow-Morton Interest Rate ModelsSpringer \| 2001-05-11 \| ISBN: 3540414932 \| 134 pages \| DjVu \| 1,2 MBBond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to ...
	Economics/Finances Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Repost) Consistency Problems for Heath-Jarrow-Morton Interest Rate ModelsSpringer \| 2001-05-11 \| ISBN: 3540414932 \| 134 pages \| DjVu \| 1,2 MBBond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to ...
	Economics/Finances Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Repost) Interest Rate Models - Theory and Practice: With Smile, Inflation and CreditPublisher:Springer (2007-08) \| ISBN-10: 3540221492 \| PDF \| 5.3 Mb \| 981 pagesThe 2nd edition of this successful book has several new features. The calibration discu ...

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