Search Results for Interest rate futures -- Mathematical models.
SirsiDynix Enterprise
https://libraryconnect.iie.ac.za/client/en_US/iie/iie/qu$003dInterest$002brate$002bfutures$002b--$002bMathematical$002bmodels.$0026pe$003dd$00253A$0026ps$003d300?dt=list
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An elementary introduction to stochastic interest rate modeling
ent://SD_ILS/0/SD_ILS:48996
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by Privault, Nicolas.<br/>Format: Books<br/>Publication Date 2012<br/>
The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
ent://SD_ILS/0/SD_ILS:48143
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by Rebonato, Riccardo.<br/>Format: Books<br/>Publication Date 2009<br/>
The LIBOR market model in practice
ent://SD_ILS/0/SD_ILS:48405
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by Gatarek, Dariusz.<br/>Format: Books<br/>Publication Date 2007<br/>