Books on the topic 'Interest rate models – Mathematical models'
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Interest rate models: An introduction. Princeton, NJ: Princeton University Press, 2004.
Find full textCairns, Andrew. Interest rate models: An introduction. Princeton, NJ: Princeton University Press, 2003.
Find full textInterest-rate option models: Understanding, analysing and using models for exotic interest-rate options. Chichester: Wiley, 1996.
Find full textInterest-rate option models: Understanding, analysing and using models for exotic interest-rate options. 2nd ed. Chichester: Wiley, 1998.
Find full textInterest rate modelling. New York: Palgrave Macmillan, 2004.
Find full textFederer, Vaaler Leslie Jane, ed. Mathematical interest theory. Upper Saddle River, N.J: Pearson/Prentice Hall, 2007.
Find full textInternational term structure models: Global models of interest rate and foreign exchange rate risk. Bern: Verlag Paul Haupt, 1999.
Find full textV, Piterbarg Vladimir, ed. Interest rate modeling. London: Atlantic Financial Press, 2010.
Find full textBernanke, Ben. On the predictive power of interest rates and interest rate spreads. Cambridge, MA: National Bureau of Economic Research, 1990.
Find full textW, Daniel James, ed. Mathematical Interest Theory. 2nd ed. Washington, DC: Mathematical Association of America, 2008.
Find full textAn elementary introduction to stochastic interest rate modeling. Singapore: World Scientific, 2008.
Find full textBrooks, Robert Edwin. Interest rate modeling and the risk premiums in interest rate swaps. Charlottesville, Va., U.S.A: Research Foundation of the Institute of Chartered Financial Analysts, 1997.
Find full textObstfeld, Maurice. Pricing-to-market, the interest-rate rule, and the exchange rate. Cambridge, Mass: National Bureau of Economic Research, 2006.
Find full textInterest rate modeling theory and practice. Boca Raton, FL: CRC Press, 2009.
Find full textInterest rate dynamics, derivatives pricing, and risk management. Berlin: Springer, 1996.
Find full textDua, Pami. Interest rate modelling and forecasting in India. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 2003.
Find full textSvensson, Lars E. O. Target zones and interest rate variability. Cambridge, MA: National Bureau of Economic Research, 1989.
Find full textPaisley, Joanna. A Model of building society interest rate setting. (London): Bank of England, 1994.
Find full textFlavin, T. J. Fiscal policy and the term premium in real interest rate differentials. Maynooth, Co Kildare: National University of Ireland, Maynooth, 1998.
Find full textJi yu VaR he ES de li lü feng xian du liang: Risk measure of interest rate based on VaR and ES model. Beijing Shi: Jing ji ke xue chu ban she, 2011.
Find full textNishiyama, Yasuo. Interest rates: Theory, reality and future impacts. Hauppauge, N.Y: Nova Science Publisher's, 2011.
Find full textRebelo, Sergio. On the optimality of interest rate smoothing. Cambridge, MA: National Bureau of Economic Research, 1997.
Find full textThe valuation of interest rate derivative securities. London: Routledge, 1996.
Find full textFlavin, T. J. Explaining European short-term interest rate differentials: An application of Tobin's portfolio theory. Maynooth, Co Kildare: National University of Ireland, Maynooth, 2000.
Find full textDiba, Behzad. Money, inflation and the expected real interest rate. [Philadelphia]: Federal Reserve Bank of Philadelphia, 1989.
Find full textEngel, Charles. A model of foreign exchange rate indetermination. Cambridge, MA: National Bureau of Economic Research, 1996.
Find full textNg, Siang. The rate of uncertainty is more important than the rate of interest in affecting investment. Caulfield East, Vic: Monash University, Dept. of Banking & Finance, 1995.
Find full textUnderstanding and managing interest rate risks. Singapore: World Scientific, 1996.
Find full textNawalkha, Sanjay K. Interest Rate Risk Modeling. New York: John Wiley & Sons, Ltd., 2005.
Find full textBrowne, Frank. The information content of interest rate spreads across financial systems. Paris: Organisation for Economic Co-operation and Development, 1992.
Find full textPricing interest-rate derivatives: A Fourier-transform based approach. Berlin: Springer, 2008.
Find full textChacko, George. Average interest. Cambridge, MA: National Bureau of Economic Research, 1997.
Find full textManus, Desmond John Mc. Estimating one-factor models of short-term interest rates. [Ottawa]: Bank of Canada, 1999.
Find full textFuturos sobre tipos de interés a largo plazo. Madrid: Pirámide, 1998.
Find full textAït-Sahalia, Yacine. Nonparametric pricing of interest rate derivative securities. Cambridge, MA: National Bureau of Economic Research, 1995.
Find full textAlvarez, Fernando. Interest rates and inflation. [Minneapolis, MN]: Federal Reserve Bank of Minneapolis, Research Dept., 2001.
Find full textBrowne, F. X. Interest and non-interest terms in mortgage market clearing. Dublin, Ireland: Research Dept., Central Bank of Ireland, 1986.
Find full textRotemberg, Julio. Interest-rate rules in an estimated sticky price model. Cambridge, MA: National Bureau of Economic Research, 1998.
Find full textCapiński, Marek. Discrete models of financial markets. Cambridge: Cambridge University Press, 2012.
Find full textVirmani, Vineet. On the choice of optimization routine in estimation of parsimonious term structure models: Results from the Svensson model. Ahmedabad: Indian Institute of Management, 2013.
Find full textRoley, V. Vance. Temporal variation in the interest-rate response to money announcements. Cambridge, MA: National Bureau of Economic Research, 1990.
Find full textAiyagari, S. Rao. The output, employment, and interest rate effects of government consumption. Cambridge, MA: National Bureau of Economic Research, 1990.
Find full textTerm-structure models: A graduate course. Dordrecht: Springer, 2009.
Find full textGambacorta, Leonardo. How do banks set interest rates? Cambridge, MA: National Bureau of Economic Research, 2004.
Find full textGambacorta, Leonardo. How do banks set interest rates? Cambridge, Mass: National Bureau of Economic Research, 2004.
Find full textGazioglu, S. Internationalisation of the real interest parity. Aberdeen: University of Aberdeen, Dept. of Economics, 1991.
Find full textIncome, interest rates and prices: An overview of macroeconomic theory. Palmerston North, N.Z: Dunmore Press, 1994.
Find full textLacker, Jeffrey Malcolm. Money, interest rates, and neutrality. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1986.
Find full textBuiter, Willem H. The young person's guide to neutrality, price level indeterminacy, interest rate pegs, and fiscal theories of the price level. Cambridge, MA: National Bureau of Economic Research, 1998.
Find full textGallmeyer, Michael F. Taylor rules, McCallum rules and the term structure of interest rates. Cambridge, Mass: National Bureau of Economic Research, 2005.
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