Interest rates - Mathematical models.

Mathematical interest theory / by: (Language materials, printed)

The LIBOR market model in practice / by: (Language materials, printed)

Term-structure models using binomial trees / by: (Language materials, printed)

Interest rate modelling / by: (Language materials, printed)

Pricing Interest-Rate DerivativesA Fourier-Transform Based Approach / by: (Electronic resources)

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective by: (Electronic resources)

Pricing interest-rate derivatives :a fourier-transform based approach / by: (Language materials, printed)

An elementary introduction to stochastic interest rate modeling / by: (Language materials, printed)

Term-structure modelsa graduate course / by: (Electronic resources)

Interest rate models :theory and practice : with smile, inflation, and credit / by: (Language materials, printed)

Pricing and hedging interest and credit risk sensitive instruments by: (Electronic resources)

Interest rate modeling :theory and practice / by: (Language materials, printed)

Mathematical interest theory / by: (Language materials, printed)

Discrete models of financial markets / by: (Language materials, printed)

Interest rate modelling in the multi-curve framework :foundations, evolution and implementation / by: (Electronic resources)

Interest rate modelingpost-crisis challenges and approaches / by: (Electronic resources)

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation by: (Electronic resources)