Interest rates - Mathematical models.
Overview
            | Works: | 9 works in 4 publications in 4 languages | |
|---|---|---|
Titles
          
                  
                    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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                    Quantum finance : = path integrals and Hamiltonians for options and interest rates /
                  
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          Subjects