Interest rates - Mathematical models.
Overview
Works: | 9 works in 4 publications in 4 languages |
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Titles
Quantum finance : = path integrals and Hamiltonians for options and interest rates /
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Real Options Valuation = The Importance of Interest Rate Modelling in Theory and Practice /
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Pricing Interest-Rate Derivatives = A Fourier-Transform Based Approach /
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Interest rate derivatives = valuation, calibration and sensitivity analysis /
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Interest rate modelling in the multi-curve framework : = foundations, evolution and implementation /
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Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation
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(Language materials, printed)
Subjects