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Description edit
As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major... read more
Ridiculously Simplified Synopsis edit
Characters/People edit
- Schwartz: Add a description of this character.
- Black
- White
- Longstaff
- Morton
- Bjork
- Debreu
- Lund
- Singleton
- Derman
- Babbs
- Hull
- Li
- Andersen
- Lee
- Rutkowski
- Markov
- Ingersoll
- Ritchken
- Chen
- Vasicek
- Fong
- Steeley
- Kennedy
- Nelson
- Chan
- Ross
- Karolyi
- Rubinstein
- Taylor
- Brennan
- Tice
- Glasserman
- Strickland
- Goldstein
- Kalman
- Sommer
- Duan
- Schaefer
- Musiela
- Rogers
- Pearson
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- Smith
First Sentence edit
This chapter looks at some basic concepts of interest rates, interest rate markets, and modelling.
Authors & Contributors edit
- Jessica James (Author)
Classification edit
- Library of Congress: Add the Library of Congress Classification.
- Dewey: 332.82
Subjects edit
- Books › Professional & Technical › Accounting & Finance › Finance
- Books › Business & Investing › Finance › Interest
- Books › Business & Investing › Industries & Professions › Accounting
- Books › Business & Investing › Investing › Futures
- Books › Professional & Technical › Accounting & Finance › Accounting
- Books › Business & Investing › Popular Economics
- Books › Science
- Books › Medicine
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