Jump to main content

yr 〜
yr

Search results 93

Interest rate modeling : theory and practice : hbk 3rd ed

Interest rate modeling : theory and practice : hbk 3rd ed
Paper図書
Lixin WuCRC Press2025
Other Libraries in Japan
  • Subject HeadingInterest rates -- Mathematical models Interest rate futures -- Mathematical models
  • Subject Heading (ID)Interest rates -- Mathematical models Interest rate futures -- Mathematical models

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato. 2nd ed. (Wiley series in financial engineering)

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato. 2nd ed. (Wiley series in financial engineering)
Paper図書
John Wileyc1998.<DF161-B15>
National Diet Library
  • Subject HeadingInterest rate futures -- Mathematical models. Optio...

Volatility and correlation in the pricing of equity, FX, and interest-rate options / Riccardo Rebonato. (Wiley series in financial engineering)

Volatility and correlation in the pricing of equity, FX, and interest-rate options / Riccardo Rebonato. (Wiley series in financial engineering)
Paper図書
John Wiley1999.<DF161-B10>
National Diet Library
  • Subject Heading...atical models. Interest rate futures -- Mathematical models. Secur...

Interest rate swaps and other derivatives : cloth

Interest rate swaps and other derivatives : cloth
Paper図書
Howard CorbColumbia Business Schoolc2012
Other Libraries in Japan
  • Subject HeadingInterest rate futures Swaps (Finance) Interest rate...
  • Subject Heading (ID)Interest rate futures Swaps (Finance) Interest rate...

Interest rate modeling : theory and practice : hardback 2nd ed

Interest rate modeling : theory and practice : hardback 2nd ed
Paper図書
Lixin WuCRC Pressc2019
Other Libraries in Japan
  • Subject HeadingInterest rates -- Mathematical models Interest rate futures -- Mathematical models
  • Subject Heading (ID)Interest rates -- Mathematical models Interest rate futures -- Mathematical models

Interest rate swaps and their derivatives : a practitioner's guide

Interest rate swaps and their derivatives : a practitioner's guide
Paper図書
Amir SadrWileyc2009
Other Libraries in Japan
  • Subject HeadingInterest rate swaps Interest rate futures Derivative securities
  • Subject Heading (ID)Interest rate swaps Interest rate futures Derivative securities

Hedging fixed-rate mortgage investments against interest-rate risk / by J. Austin Murphy Rev. May 4, 1989 (Research paper ; # 159)

Hedging fixed-rate mortgage investments against interest-rate risk / by J. Austin Murphy Rev. May 4, 1989 (Research paper ; # 159)
Microform図書
1989<YCA-FHL 1.35:159>
National Diet Library
  • Subject HeadingInterest rate futures -- United States

Stochastic interest rates : pbk : hardback

Stochastic interest rates : pbk : hardback
Paper図書
Daragh McInerney, Tomasz ZastawniakCambridge University Press2015
Other Libraries in Japan
  • Subject HeadingInterest rate futures -- Mathematical models Stocha...
  • Subject Heading (ID)Interest rate futures -- Mathematical models Stocha...

Modeling fixed income securities and interest rate options : hardback 3rd ed

Modeling fixed income securities and interest rate options : hardback 3rd ed
Paper図書
Robert A. JarrowCRC Pressc2020
Other Libraries in Japan
  • Subject HeadingInterest rate futures -- Econometric......ometric models Interest rate futures -- Econometric models -- Soft...
  • Subject Heading (ID)Interest rate futures -- Econometric......ometric models Interest rate futures -- Econometric models -- Soft...

Mathematical interest theory 3rd ed.

Mathematical interest theory 3rd ed.
Paper図書
Leslie Jane Federer Vaaler, Shinko Kojima Harper, James W. DanielMAA Pressc2019
Other Libraries in Japan
  • Subject Heading...matical models Interest rate futures -- Mathematical models Risk m...
  • Subject Heading (ID)...matical models Interest rate futures -- Mathematical models Risk m...

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives : hbk

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives : hbk
Paper図書
Riccardo Rebonato Kenneth McKay and Richard WhiteJohn Wiley & Sons2009
Other Libraries in Japan
  • Subject Heading... -- Accounting Interest rate futures
  • Subject Heading (ID)... -- Accounting Interest rate futures

An elementary introduction to stochastic interest rate modeling : hbk 2nd ed

An elementary introduction to stochastic interest rate modeling : hbk 2nd ed
Paper図書
Nicolas PrivaultWorld Scientificc2012
Other Libraries in Japan
  • Subject HeadingInterest rate futures -- Mathematical models Stocha...
  • Subject Heading (ID)Interest rate futures -- Mathematical models Stocha...

The handbook of currency and interest rate risk management

The handbook of currency and interest rate risk management
Paper図書
Robert J. Schwartz and Clifford W. Smith, Jr., editors.New York Institute of Finance[1990]<DF161-B74>
National Diet LibraryOther Libraries in Japan
  • Subject Heading...ions (Finance) Interest rate futures. Foreign exchange--Accounting...

Modern pricing of interest-rate derivatives : the LIBOR market model and beyond

Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
Paper図書
Riccardo RebonatoPrinceton University Pressc2002
Other Libraries in Japan
  • Subject HeadingInterest rate futures
  • Subject Heading (ID)Interest rate futures

A cross-sectional analysis of interest-rate-swap agreements among FSLIC-insured thrift institutions / by Linda E. Bowyer, Andrew F. Thompson, and Donald G. Edwards (Research working paper ; # 132)

A cross-sectional analysis of interest-rate-swap agreements among FSLIC-insured thrift institutions / by Linda E. Bowyer, Andrew F. Thompson, and Donald G. Edwards (Research working paper ; # 132)
Microform図書
1987<YCA-FHL 1.35:132>
National Diet Library
  • Subject HeadingSwaps (Finance) -- United States Interest rate futures -- United States

Interest rate modeling : post-crisis challenges and approaches : pbk

Interest rate modeling : post-crisis challenges and approaches : pbk
Paper図書
Zorana Grbac, Wolfgang J. RunggaldierSpringerc2015
Other Libraries in Japan
  • Subject Heading...matical models Interest rate futures -- Mathematical models Global...
  • Subject Heading (ID)...matical models Interest rate futures -- Mathematical models Global...

Term-structure models : a graduate course : [pbk.]

Term-structure models : a graduate course : [pbk.]
Paper図書
Damir FilipovićSpringer2009
Other Libraries in Japan
  • Subject HeadingInterest rate futures -- Mathematical models
  • Subject Heading (ID)Interest rate futures -- Mathematical models

Managing interest rate risk : using financial derivatives

Managing interest rate risk : using financial derivatives
Paper図書
John J. StephensWileyc2002
Other Libraries in Japan
  • Subject HeadingInterest rate risk Interest rate futures Derivative securities
  • Subject Heading (ID)Interest rate risk Interest rate futures Derivative securities

Survey of interest-rate futures markets [microform] / by Naomi L. Jaffe and Ronald B. Hobson

Survey of interest-rate futures markets [microform] / by Naomi L. Jaffe and Ronald B. Hobson
Microform図書
1979<YCA-Y 3.C 73/5:2 SU 8>
National Diet Library
  • Subject HeadingInterest rate futures

Interest rate derivatives : valuation, calibration and sensitivity analysis : [pbk.]

Interest rate derivatives : valuation, calibration and sensitivity analysis : [pbk.]
Paper図書
Ingo BeynaSpringerc2013
Other Libraries in Japan
  • Subject Heading...matical models Interest rate futures--Mathematical models
  • Subject Heading (ID)...matical models Interest rate futures--Mathematical models
RSS