1

Stochastic Interest Rates || Models of the forward rate

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 163 KB
english, 2015
2

Stochastic Interest Rates || Fixed-income instruments

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 240 KB
english, 2015
4

Stochastic Interest Rates || Short-rate models

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 242 KB
english, 2015
5

Stochastic Interest Rates || Valuing interest rate derivatives

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 173 KB
english, 2015
6

Stochastic Interest Rates || LIBOR and swap market models

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 330 KB
english, 2015
7

Stochastic Interest Rates || Implementation and calibration of the LMM

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 186 KB
english, 2015
8

Stochastic Interest Rates || Vanilla interest rate options and forward measure

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 206 KB
english, 2015
9

Stochastic Interest Rates || Volatility smile

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 182 KB
english, 2015
10

Stochastic Interest Rates || Preface

McInerney, Daragh, Zastawniak, Tomasz
Year:
2015
Language:
english
File:
PDF, 48 KB
english, 2015