Flylib.com
Index_L
Previous page
Table of content
Next page
L
Lagrange interpolation, 238-240
Langetieg model, 77-93
assumptions, 77
bond price, 86-93
bond price PDE, 82-84
bond price process, 83, 84, 89-93
market price of risk, 77, 84
risk-neutral valuation, 84-86
short rate process, 77
LIBOR rate, 213, 215-218, 220-222
Longstaff and Schwartz model, 59-75
bond price, 66-68
market price of risk, 61, 68
option price, 72
short rate process, 62
term structure shape, 69
volatility term structure, 69
Previous page
Table of content
Next page
Interest Rate Modelling (Finance and Capital Markets Series)
ISBN: 1403934703
EAN: 2147483647
Year: 2004
Pages: 132
Authors:
Simona Svoboda
BUY ON AMAZON
CISSP Exam Cram 2
Physical Security Risks
Failure States
Answers to Exam Prep Questions
Exam Prep Questions
Asymmetric Encryption
Strategies for Information Technology Governance
Integration Strategies and Tactics for Information Technology Governance
Assessing Business-IT Alignment Maturity
Measuring ROI in E-Commerce Applications: Analysis to Action
Technical Issues Related to IT Governance Tactics: Product Metrics, Measurements and Process Control
The Evolution of IT Governance at NB Power
SQL Hacks
Hack 19. Convert Strings to Dates
Hack 37. Reconcile Invoices and Remittances
Hack 44. Tunnel into MySQL from Microsoft Access
Hack 46. Store Images in a Database
Hack 66. Use Optimistic Locking
Microsoft Windows Server 2003(c) TCP/IP Protocols and Services (c) Technical Reference
Wide Area Network (WAN) Technologies
Internet Protocol (IP) Addressing
Transmission Control Protocol (TCP) Basics
Transmission Control Protocol (TCP) Data Flow
Dynamic Host Configuration Protocol (DHCP) Server Service
Web Systems Design and Online Consumer Behavior
Chapter IV How Consumers Think About Interactive Aspects of Web Advertising
Chapter XII Web Design and E-Commerce
Chapter XV Customer Trust in Online Commerce
Chapter XVII Internet Markets and E-Loyalty
Chapter XVIII Web Systems Design, Litigation, and Online Consumer Behavior
Comparing, Designing, and Deploying VPNs
The Carriers Carrier Architecture
Scaling IPsec Virtual Private Networks
Review Questions
Strengthening SSL Remote Access VPNs Security by Implementing Cisco Secure Desktop
Understanding VPLS
flylib.com © 2008-2017.
If you may any questions please contact us: flylib@qtcs.net
Privacy policy
This website uses cookies. Click
here
to find out more.
Accept cookies