New Methods in Fixed Income Modeling Fixed Income Modeling /
| সংস্থা লেখক: | |
|---|---|
| অন্যান্য লেখক: | , , |
| সংক্ষিপ্ত: | XII, 297 p. 42 illus. text |
| ভাষা: | ইংরেজি |
| প্রকাশিত: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
|
| সংস্করন: | 1st ed. 2018. |
| মালা: | Contributions to Management Science,
|
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | https://doi.org/10.1007/978-3-319-95285-7 |
| বিন্যাস: | বৈদ্যুতিক গ্রন্থ |
সূচিপত্রের সারণি:
- Term Structure, Market Expectations of the Short Rate, and Expected Inflation
- A New Approach to CIR Short Term Rates Modelling
- The Heath-Jarrow-Morton Model with Regime Shifts and Jumps Priced
- Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
- An Overview of Post-Crisis Term Structure Models
- A comparison of estimation techniques for the covariance matrix in a fixed-income framework
- The term structure under non-linearity assumptions: New methods in time series
- Affine type analysis for BESQ and CIR processes with applications to Mathematical Finance.