New Interest Rate Models:recent Development In The Theory And Application Of Yield Curve Dynamics

By Author: Bharat Book BureU
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Bharat Book Bureau, a leading market information distributor has tabled a report New Interest Rate Models:Recent Development in the Theory and Application of Yield Curve Dynamics http://www.bharatbook.com/detail.asp?id=2037
A comprehensive collection that looks at the development of interest-rate models from 1992 to present
Summary
Covers interest-rate analysis in the light of increased computer power
Investigates simulation processes, ie random walks and Monte Carlo simulation
Details the development of three new interest-rate model types including the Markov decision process, extensions and generalisations to the Heath-Jarrow-Morton model and market models
Makes accessible advanced models that enable modellers to "complete the market" more efficiently when calculating interest rate securities and options' portfolios
Analysis of Heath-Jarrow-Morton extensions

For more information kindly visit : http://www.bharatbook.com/detail.asp?id=2037

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