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- 2006037555 contributor B10450826.
- 2006037555 contributor B10450827.
- 2006037555 created "c2007.".
- 2006037555 date "2007".
- 2006037555 date "c2007.".
- 2006037555 dateCopyrighted "c2007.".
- 2006037555 description "A simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model.".
- 2006037555 description "Includes bibliographical references (p. 647-657) and index.".
- 2006037555 extent "xxxvi, 683 p. :".
- 2006037555 identifier "0471737143 (cloth/cd-rom)".
- 2006037555 identifier "9780471737148 (cloth/cd-rom)".
- 2006037555 identifier 2006037555-b.html.
- 2006037555 identifier 2006037555-d.html.
- 2006037555 identifier 2006037555.html.
- 2006037555 isPartOf "Wiley finance".
- 2006037555 issued "2007".
- 2006037555 issued "c2007.".
- 2006037555 language "eng".
- 2006037555 publisher "Hoboken, N.J. : John Wiley & Sons,".
- 2006037555 subject "332.01/51923 22".
- 2006037555 subject "Finance.".
- 2006037555 subject "HG101 .N39 2007".
- 2006037555 subject "Stochastic processes.".
- 2006037555 tableOfContents "A simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model.".
- 2006037555 title "Dynamic term structure modeling : the fixed income valuation course / Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto.".
- 2006037555 type "text".