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SUBJECTS (1-10 of 10)
Fixed-income securities -- Mathematical models.
1
 
    PRINTED BOOKS 2003

Fixed income securities : valuation, risk management, and portfolio strategies / Lionel Martellini, Philippe Priaulet, and Stephane Priaulet.

    Martellini, Lionel.
Hoboken, NJ : John Wiley,        xxix, 631 p. ; 25 cm. 2003
2
 
    PRINTED BOOKS 2003

Fixed income strategy : the practitioner's guide to riding the curve / Tamara Mast Henderson.

    Henderson, Tamara.
Hoboken, NJ : John Wiley & Sons,        xvii, 204 p. ; 25 cm. 2003
3
 
    PRINTED BOOKS c1997

Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski.

    Musiela, Marek, 1950-
Berlin ; New York : Springer,        xii, 512 p. ; 24 cm. c1997
4
 
    PRINTED BOOKS c2005

Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski.

    Musiela, Marek, 1950-
Berlin ; New York : Springer,    2nd ed.    xvi, 636 p. ; 24 cm. c2005
5
 
    E-RESOURCE c2005

Martingale methods in financial modelling / [electronic resource] / Marek Musiela, Marek Rutkowski.

    Musiela, Marek, 1950-
Berlin ; New York : Springer,    2nd ed.    xvi, 636 p. ; 24 cm. c2005
6
 
    E-RESOURCE  

Martingale methods in financial modelling / [electronic resource] / Marek Musiela, Marek Rutkowski.

    Musiela, Marek, 1950-
Berlin ; New York : Springer,        1 online resource (xii, 512 pages).  
7
 
    PRINTED BOOKS 2006

Monte Carlo bounds for callable products with non-analytical break costs / Mark S. Joshi.

    Joshi, M. S. (Mark Suresh), 1969-
[Parkville] Vic : Centre for Actuarial Studies, Dept. of Economics, the University of Melbourne,        10 p. ; 30 cm. 2006
8
 
    E-RESOURCE 2018

New methods in fixed income modeling : fixed income modeling / Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro, editors.

   
Cham, Switzerland : Springer,        1 online resource. 2018
9
 
    PRINTED BOOKS c1996

Understanding and managing interest rate risks / Ren-Raw Chen.

    Chen, Ren-Raw.
Singapore ; River Edge, N. J. : World Scientific,        xii, 157 p. : ill. ; 23 cm. c1996
10
 
    PRINTED BOOKS 2006

Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options / by Mark S. Joshi & Terence Leung.

    Joshi, M. S. (Mark Suresh), 1969-
[Parkville] Vic : Centre for Actuarial Studies, Dept. of Economics, the University of Melbourne,        14 p., v : ill. 30 cm. 2006
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