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Results of search for 'su:"Interest rates - Mathematical models"'
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Authors
Baaquie, B. E
Brace, Alan
Cvitanic, Jaksa
Fendel, Ralf
Filipović, Damir
Guthrie, Gary L
Jouini, Elyes
Lemon, Larry D
Luenberger, David G
Musiela, Marek
Svoboda, Simona
Wu, Lixin
Zagst, Rudi
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Your search returned 10 results.
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1.
No cover image available
Mathematics of interest rates and finance
Gary L. Guthrie, Larry D. Lemon
by
Guthrie, Gary L
Lemon, Larry D
Publication details:
Upper Saddle River, NJ
Pearson Prentice Hall
c2004
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.0151
.
2.
Monetary policy, interest rate rules, and the term structure of interest rates : theoretical considerations and empirical implications
Ralf Fendel
by
Fendel, Ralf
Publication details:
Bern
Peter Lang
2007
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.46 FEN
.
3.
Option pricing, interest rates and risk management
edited by Elyes Jouini, Jaksa Cvitanic and Marek Musiela
by
Cvitanic, Jaksa
Jouini, Elyes
Musiela, Marek
Publication details:
Cambridge
Cambridge University Press
c2001
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.0151 JOU
.
4.
Quantum finance : path integrals and Hamiltonians for options and interest rates
Belal E. Baaquie
by
Baaquie, B. E
Publication details:
Cambridge
Cambridge University Press
c2004
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.6322830151539 BAA
.
5.
Consistency problems for Heath-Jarrow-Morton interest rate models
Damir Filipović
by
Filipović, Damir
Publication details:
Berlin ; New York
Springer
2001
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
510 FIL
.
6.
Engineering BGM
Alan Brace
by
Brace, Alan
Publication details:
London ; Boca Raton, FL
Chapman & Hall, CRC Press
2008
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.6457 BRA
.
7.
Interest rate management
Rudi Zagst
by
Zagst, Rudi
Publication details:
Berlin
Springer
c2002
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.82015195 ZAG
.
8.
Interest rate modeling : theory and practice
Lixin Wu
by
Wu, Lixin
Publication details:
Boca Raton, FL
CRC Press
c2009
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.8015195 WU
.
9.
Interest rate modelling
Simona Svoboda
by
Svoboda, Simona
Publication details:
Basingstoke, Hampshire
Palgrave Macmillan
2004
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.80151 SVO
.
10.
Investment science
David G. Luenberger
by
Luenberger, David G
Publication details:
Oxford
Oxford University Press
1998
Availability:
Items available for loan:
Anna Centenary Library
(1)
Call number:
332.6 LUE
.
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