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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues ...
Measuring and Controlling Interest Rate and Credit Risk, Second Edition offers a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or ...
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 ...
Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International ...
The definitive guide to fixed income valuation and risk analysisThe Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term ...
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring ...
This book provides a detailed overview and classification of the different approaches to valuing interest rate dependent securities.
How to build a framework for forecasting interest rate market movementsWith trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to ...
Democracy and Interest Groups assesses the contribution that interest groups make to the democratic involvement of citizens and the generation of social capital. The authors draw on new surveys of ...

