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Books on the topic 'Interest rate derivative'

Author: Grafiati

Published: 4 June 2021

Last updated: 7 February 2022

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1

The valuation of interest rate derivative securities. Routledge, 1996.

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2

Aït-Sahalia, Yacine. Nonparametric pricing of interest rate derivative securities. National Bureau of Economic Research, 1995.

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3

Interest rate swaps and other derivatives. Columbia University Press, 2012.

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4

Interest rate models: An introduction. Princeton University Press, 2004.

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5

Cairns, Andrew. Interest rate models: An introduction. Princeton University Press, 2003.

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6

Interest rate dynamics, derivatives pricing, and risk management. Springer, 1996.

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7

Sadr, Amir. Interest Rate Swaps and Their Derivatives. John Wiley & Sons, Ltd., 2009.

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8

Valuation and risk management of interest rate derivative securities. Verlag Paul Haupt, 1992.

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9

Britten-Jones, Mark. Fixed income and interest rate derivative analysis: Mark Britten-Jones. Butterworth-Heinemann, 1998.

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10

Erni, Marcel. Derivative Swiss franc interest rate instruments: Pricing, market structure, market potential. P. Haupt, 1992.

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11

University), International Conference on Financial Derivatives (2010 Pondicherry. Research in financial derivatives: Commodity, equity, currency, interest rate. Global Research Publications, 2011.

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12

Pricing interest-rate derivatives: A Fourier-transform based approach. Springer, 2008.

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13

V, Mann Steven, and Choudhry Moorad, eds. Measuring and controlling interest rate and credit risk. 2nd ed. Wiley, 2003.

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14

Beyna, Ingo. Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis. Springer Berlin Heidelberg, 2013.

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15

Derivatives: A comprehensive resource for options, futures, interest rate swaps, and mortgage securities. Harvard Business School Press, 1996.

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16

Interest rate swaps and their derivatives: A practitioner's guide. Wiley, 2009.

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17

Nielsen, Lars Tyge. Exchange rate and term structure dynamics and the pricing of derivative securities. INSEAD, 1992.

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18

Modern pricing of interest-rate derivatives: The LIBOR market model and beyond. Princeton University Press, 2002.

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19

Bewertung unbedingter börsengehandelter Zins-Derivate und Analyse von Arbitrage-Gewinnmöglichkeiten mit Hilfe von Arbitrage-Signalen. P. Lang, 2004.

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20

Giegold, Uwe A. Bewertung unbedingter börsengehandelter Zins-Derivate und Analyse von Arbitrage-Gewinnmöglichkeiten mit Hilfe von Arbitrage-Signalen. P. Lang, 2004.

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21

J. F. J. de Munnik. The valuation of interest rate derivative securities =: De waardering van rente-afhankelijke instrumenten. Thesis Publishers, 1992.

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22

Neftci, Salih N. Puttable and extendible bonds: Developing interest rate derivatives for emerging markets. International Monetary Fund, IMF Institute, 2003.

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23

Staub, Zeno. Management komplexer Zinsrisiken mit derivativen Instrumenten: Eine Anwendung des Value-at-risk-Konzeptes. P. Haupt, 1997.

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24

Przemyslaw, Bachert, and Maksymiuk Robert, eds. The LIBOR market model in practice. John Wiley & Sons, 2006.

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25

Gup, Benton E. Interest rate risk management: The banker's guide to using futures, options, swaps and other derivative instruments. Bankers Pub. Co., 1993.

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26

Zhaofeng, Kang, ed. Zhongguo li lü yan sheng chan pin de ding jia he bao zhi: Pricing and hedging of Chinese interest rate derivatives. Beijing da xue chu ban she, 2006.

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27

Rebonato, Riccardo. The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. John Wiley & Sons, 2009.

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28

Johnson, Christian A. Over-the-counter derivatives documentation: A practical guide for executives. Bowne, 2000.

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29

Managing risk in the foreign exchange, money, and derivative markets. McGraw-Hill, 1999.

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30

Controlling-Information im Derivativbereich: Dargestellt am Beispiel von zinsbezogenen Optionen. P. Lang, 1996.

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31

author, Carreira Marcos, ed. Brazilian derivatives and securities: Pricing and risk management of FX and interest-rate portfolios for local and global markets. Palgrave Macmillan, 2015.

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32

Christian, Schlag, ed. Zinsderivate: Modelle und Berwertung. Springer, 2004.

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33

Beyna, Ingo. Interest Rate Derivatives. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-34925-6.

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34

Bouziane, Markus. Pricing Interest-Rate Derivatives. Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-77066-4.

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35

Kienitz, Jörg. Interest Rate Derivatives Explained. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137360076.

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36

Sadr, Amir. Interest Rate Swaps and Their Derivatives. John Wiley & Sons, Inc., 2009. http://dx.doi.org/10.1002/9781118267967.

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37

Kienitz, Jörg, and Peter Caspers. Interest Rate Derivatives Explained: Volume 2. Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-137-36019-9.

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38

Harding, Paul C. Mastering the ISDA master agreements (1992 and 2002): A practical guide for negotiation. 3rd ed. Financial Times Prentice Hall, 2010.

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39

Efficient Methods for Valuing Interest Rate Derivatives. Springer London, 2000.

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40

Pelsser, Antoon. Efficient Methods for Valuing Interest Rate Derivatives. Springer London, 2000. http://dx.doi.org/10.1007/978-1-4471-3888-4.

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41

Pietersz, Raoul. Pricing Models for Bermudan-Style Interest Rate Derivatives. Erasmus University Rotterdam [Host], 2005.

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42

Chen, Lin. Interest Rate Dynamics, Derivatives Pricing, and Risk Management. Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-46825-4.

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43

Kohl-Landgraf, Peter. PDE valuation of interest rate derivatives: From theory to implementation. Books on Demand GmbH, 2007.

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44

Ho, Lan-Chih. Parameter estimation, default risk pricing and risk management of interest rate derivatives. University of Birmingham, 1999.

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45

Knight, John L. Pricing interest rate derivatives in a non-parametric two-factor term-structure model. Bank of Canada, 1999.

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46

Trolle, Anders B. A general stochastic volatility model for the pricing and forecasting of interest rate derivatives. National Bureau of Economic Research, 2006.

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47

Kammann, Michael. Zinsterminoptionen und Kassazinsstruktur: Zum Einfluss zweifach derivativer Kurssicherungsinstrumente auf die zugrundeliegenden Kassamärkte für zinsreagible Finanzaktiva. Müller Botermann, 1989.

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48

Pelsser, Antoon. Efficient Methods for Valuing Interest Rate Derivatives. Springer, 2000.

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49

Fixed Income and Interest Rate Derivative Analysis. Elsevier, 1998. http://dx.doi.org/10.1016/b978-0-7506-4012-1.x5001-8.

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50

De Munnik, Jeroen F. J. The Valuation of Interest Rate Derivative Securities. Routledge, 2005. http://dx.doi.org/10.4324/9780203982778.

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