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SUBJECTS (1-12 of 12)
Interest rates -- Econometric models.
1
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    PRINTED BOOKS 2006

Achieving decorrelation and speed simultaneously in the LIBOR market model / by Mark S. Joshi.

    Joshi, M. S. (Mark Suresh), 1969-
[Parkville] Vic : Centre for Actuarial Studies, Dept. of Economics, the University of Melbourne,        7 pages, iv ; 30 cm. 2006
2
Cover Art
    PRINTED BOOKS 1996

Derivative credit risk : advances in measurement and management / [authors: David M. Rowe...[et al.]].

    Rowe, David M.
London : Risk Publications,        216 p. : ill. 1996
3
Cover Art
    E-RESOURCE c2008

Financial derivatives pricing selected works of Robert Jarrow / [electronic resource] : Robert A. Jarrow.

    Jarrow, Robert A.
Singapore ; Hackensack, N.J. : World Scientific Pub. Co.,        xv, 590 p. : ill. c2008
4
 
    E-RESOURCE 2006

Government debt and long-term interest rates / [electronic resource] / prepared by Noriaki Kinoshita.

    Kinoshita, Noriaki.
[Washington, D.C.] : International Monetary Fund, Fiscal Affairs Dept.,        23 p. 2006
5
 
    E-RESOURCE 2008

Interest rate elasticity of residential housing prices / Plamen Iossifov, Martin Čihák, and Amar Shanghavi ; authorized for distribution by Cyrille Briançon.

    Iossifov, Plamen.
[Washington, District of Columbia] : International Monetary Fund,        1 online resource (34 pages) : illustrations (some color). 2008
6
Cover Art
    PRINTED BOOKS 2006

Interest rate models - theory and practice : with smile, inflation and credit / Damiano Brigo, Fabio Mercurio.

    Brigo, Damiano, 1966-
Berlin : Springer,    2nd ed.    liv, 981 pages : 124 figs and 131 tabs., ; 23 cm. 2006
7
 
8
Cover Art
    PRINTED BOOKS 2008

Juggling snowballs / by Mark S. Joshi.

    Joshi, M. S. (Mark Suresh), 1969-
[Parkville, Vic.] : Centre for Actuarial Studies, Dept. of Economics, University of Melbourne,        12 pages, vii : illustrations ; 30 cm. 2008
9
Cover Art
    PRINTED BOOKS 2006

New and robust drift approximations for the LIBOR market model / Mark S. Joshi & Alan M. Stacey.

    Joshi, M. S. (Mark Suresh), 1969-
[Parkville] Vic : Centre for Actuarial Studies, Dept. of Economics, the University of Melbourne,        16 pages, v : illustrations ; 30 cm. 2006
10
 
    E-RESOURCE c2006

Perspectives on low global interest rates / [electronic resource] / prepared by Luis, Catão and George A. (Sandy) Mackenzie.

    Catão, Luis.
[Washington, D.C.] : International Monetary Fund, Research Dept.,        29 p. c2006
11
 
    E-RESOURCE c2006

A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager / [electronic resource] / [prepared by] Michael Papaioannou.

    Papaioannou, Michael G.
[Washington, D.C.] : International Monetary Fund,        47 p. c2006
12
 
    PRINTED BOOKS 1992

Welfare implications of interest rate stickiness / by Elmer Sterken.

    Sterken, E. (Elmer)
Groningen, Netherlands : Institute of Economic Research, University of Groningen,        13 leaves : illustrations ; 30 cm. 1992
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