Interest rate modeling : theory and practice /: theory and practice. (©2009)

• Record Type: Book
• Further Information: Note: Lixin Wu.
• Other Names: Wu, Lixin, 1961-
• Contents: Front cover; Contents; Preface; Acknowledgments; Author; Chapter 1. The Basics of Stochastic Calculus; Chapter 2. The Martingale Representation Theorem; Chapter 3. Interest Rates and Bonds; Chapter 4. The Heath-Jarrow-Morton Model; Chapter 5. Short-Rate Models and Lattice Implementation; Chapter 6. The LIBOR Market Model; Chapter 7. Calibration of LIBOR Market Model; Chapter 8. Volatility and Correlation Adjustments; Chapter 9. Affine Term Structure Models; Referenes; Index; Back cover.
• Publisher Details: Boca Raton : CRC Press
• Publication Date: 2009
• Copyright Date: 2009
• Extent: 1 online resource (xix, 333 pages), illustrations
• Subjects: 332.801/5195; 339.2; Interest rates -- Mathematical models; Interest rate futures -- Mathematical models; BUSINESS & ECONOMICS -- Finance; Interest rate futures -- Mathematical models; Interest rates -- Mathematical models; Electronic books
• Languages: English
• ISBNs: 9781420090574; 1420090577
• Related ISBNs: 9781420090567; 1420090569
• Notes: Note: Includes bibliographical references (pages 319-325) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.