Sommaire : Contents
38. Fixed-income Products and Analysis: Yield, Duration and Convexity.
39. Swaps.
40. One-factor Interest Rate Modeling.
41. Yield Curve Fitting.
42. Interest Rate Derivatives.
43. Convertible Bonds.
44. Mortgage-backed Securities.
45. Multi-factor Interest Rate Modeling .
46. Empirical Behavior of the Spot Interest Rate.
47. Heath, Jarrow and Morton.
48. Interest-rate Modeling Without Probabilities.
49. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model.
50. Extensions to the Non-probabilistic Interest-rate Model.
51. Portfolio Management.
52. Asset Allocation in Continuous Time.
53. Value at Risk.
54. Value of the Firm and the Risk of Default.
55. Credit Risk.
56. Credit Derivatives.
57. RiskMetrics and CreditMetrics.
58. CrashMetrics.
59. Derivatives **** Ups.
60. Bonus Time.
61. Real Options.
62. Energy Derivatives.
63. Finite-difference Methods for One-factor Models.
64. Further Finite-difference Methods for One-factor Models.
65. Finite-difference Methods for Two-factor Models.
66. Monte Carlo Simulation and Related Methods.
67. Finite-difference Programs.

Langue : Anglais

Lieu d'édition : TORONTO

Illustration(s) : Graphique(s)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque