Sommaire : Contents
CHAPTER 1: Introduction
CHAPTER 2: Traded Securities
CHAPTER 3: The Term Structure of Interest Rates
CHAPTER 4: The Evolution of the Term Structure of Interest Rates
CHAPTER 5: Trading Strategies, Arbitrage opportunities and Complete Markets
CHAPTER 6: Bond Trading Strategies
CHAPTER 7: Contingent Claims Valuation - Theory
CHAPTER 8: Coupon Bonds and Options
CHAPTER 9: Forwards and Futures
CHAPTER 10: Swaps, Caps, Floors, Swaptions
CHAPTER 11: Interest Rate Exotics
CHAPTER 12: Continuous Time Limits
CHAPTER 13: Parameter Estimation
CHAPTER 14: Spot Rate Models
CHAPTER 15: Extensions
CHAPTER 16: Trees Software
CHAPTER 17: The HJM Demonstration Software

Nbre volumes : 1

Langue : Anglais

Edition : 2ème

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque