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Interest rates : term structure models, monetary policy, and prediction (Economic issues, problems and perspectives) (Financial institutions and services)

Interest rates : term structure models, monetary policy, and prediction (Economic issues, problems and perspectives) (Financial institutions and services)
Paper図書
Yasuo Nishiyama, editors.Nova Science Publishersc2012.<DA98-B3>
National Diet Library

International transmission of US monetary policy surprises (KIEP working paper ; 16-05)

International transmission of US monetary policy surprises (KIEP working paper ; 16-05)
Paper図書
Kim Kyunghun.Korea Institute for International Economic Policy[2016]<AK4-311-B83>
National Diet Library

What determines U.S. swap spreads?. (World Bank working paper ; no. 62)

What determines U.S. swap spreads?. (World Bank working paper ; no. 62)
Paper図書
World Bankc2005.<DE64-B1688>
National Diet LibraryOther Libraries in Japan
  • Subject HeadingSwaps (Finance) -- United States. Interest rates -- Mathematical models.

Quantum finance : path integrals and Hamiltonians for options and interest rates / Belal E. Baaquie.

Quantum finance : path integrals and Hamiltonians for options and interest rates / Belal E. Baaquie.
Paper図書
Cambridge University Press2004.<DF111-B16>
National Diet Library
  • Subject HeadingStock options -- Mathematical models. Interest rates -- Mathematical models.

Interest rate modelling / Jessica James and Nick Webber. (Wiley series in financial engineering)

Interest rate modelling / Jessica James and Nick Webber. (Wiley series in financial engineering)
Paper図書
John Wiley & Sons2000.<DA98-B1>
National Diet Library
  • Subject HeadingInterest rates -- Mathematical models.

The concepts and practice of mathematical finance / M.S. Joshi. 2nd ed. (Mathematics, finance and risk)

The concepts and practice of mathematical finance / M.S. Joshi. 2nd ed. (Mathematics, finance and risk)
Paper図書
Cambridge University Press2008.<DF111-B38>
National Diet Library
  • Subject Heading...atical models. Interest rates -- Mathematical models. Finance -- Mathematical mode...

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 -- Math...
  • Subject Heading (ID)Interest rates -- Mathematical models Interest rate futures -- Math...

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 HeadingInterest rates -- Mathematical models Interest rate futures -- Math...
  • Subject Heading (ID)Interest rates -- Mathematical models Interest rate futures -- Math...

Consistency problems for Heath-Jarrow-Morton interest rate models / Damir Filipović. (Lecture notes in mathematics ; 1760)

Consistency problems for Heath-Jarrow-Morton interest rate models / Damir Filipović. (Lecture notes in mathematics ; 1760)
Paper図書
Springerc2001.<DA98-A10>
National Diet Library
  • Subject Heading利子. 債券 (地理区分) 経済モデル. Interest rates -- Mathematical models. Bonds -- Mathematical models...

Interest rate modelling in the multi-curve framework : foundations, evolution and implementation

Interest rate modelling in the multi-curve framework : foundations, evolution and implementation
Paper図書
Marc HenrardPalgrave Macmillan2014
Other Libraries in Japan
  • Subject HeadingInterest rates -- Mathematical models
  • Subject Heading (ID)Interest rates -- Mathematical models

Derivative security pricing : techniques, methods and applications

Derivative security pricing : techniques, methods and applications
Paper図書
Carl Chiarella, Xue-Zhong He, Christina Sklibosios NikiotopoulosSpringerc2015
Other Libraries in Japan
  • Subject HeadingDerivative securities -- Prices -- Mathematical models Interest rates -- Mathematical models
  • Subject Heading (ID)Derivative securities -- Prices -- Mathematical models Interest rates -- Mathematical models

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 HeadingInterest rates -- Mathematical models Interest rate futures -- Math...
  • Subject Heading (ID)Interest rates -- Mathematical models Interest rate futures -- Math...

Interest rate models for pricing zero coupon bond options : an empirical comparison

Interest rate models for pricing zero coupon bond options : an empirical comparison
Paper図書
Huseyin Senturk, Mehmet Ali KaradagLAP Lambert Academic Publishingc2010
Other Libraries in Japan
  • Subject HeadingInterest rates -- Mathematical models
  • Subject Heading (ID)Interest rates -- Mathematical models

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

Bond math : the theory behind the formulas : cloth

Bond math : the theory behind the formulas : cloth
Paper図書
Donald J. SmithJ. Wileyc2011
Other Libraries in Japan
  • Subject HeadingBonds -- Mathematical models Interest rates -- Mathematical models Zero coupon securities
  • Subject Heading (ID)Bonds -- Mathematical models Interest rates -- Mathematical models Zero coupon securities

Products and risk management

Products and risk management
Paper図書
Leif B.G. Andersen and Vladimir V. PiterbargAtlantic Financial Press2010
Other Libraries in Japan
  • Subject HeadingInterest rate futures -- Mathematical models Interest rates -- Mathematical models
  • Subject Heading (ID)Interest rate futures -- Mathematical models Interest rates -- Mathematical models

Investment science 2nd ed

Investment science 2nd ed
Paper図書
David G. LuenbergerOxford University Pressc2014
Other Libraries in Japan
  • Subject Heading...matical models Interest rates -- Mathematical models Derivative securities -- Math...
  • Subject Heading (ID)...matical models Interest rates -- Mathematical models Derivative securities -- Math...

Foundations and vanilla models

Foundations and vanilla models
Paper図書
Leif B.G. Andersen and Vladimir V. PiterbargAtlantic Financial Press2010
Other Libraries in Japan
  • Subject HeadingInterest rate futures -- Mathematical models Interest rates -- Mathematical models
  • Subject Heading (ID)Interest rate futures -- Mathematical models Interest rates -- Mathematical models

Term structure models

Term structure models
Paper図書
Leif B.G. Andersen and Vladimir V. PiterbargAtlantic Financial Pressc2010
Other Libraries in Japan
  • Subject HeadingInterest rate futures -- Mathematical models Interest rates -- Mathematical models
  • Subject Heading (ID)Interest rate futures -- Mathematical models Interest rates -- Mathematical models

Interest rate modeling : theory and practice : hbk

Interest rate modeling : theory and practice : hbk
Paper図書
Lixin WuCRC Pressc2009
Other Libraries in Japan
  • Subject HeadingInterest rates -- Mathematical models Interest rate futures -- Math...
  • Subject Heading (ID)Interest rates -- Mathematical models Interest rate futures -- Math...
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