Search Results for Interest rate futures -- Mathematical models. - Narrowed by: 1:IIEMSA
SirsiDynix Enterprise
https://libraryconnect.iie.ac.za/client/en_US/iie/iie/qu$003dInterest$002brate$002bfutures$002b--$002bMathematical$002bmodels.$0026qf$003dLIBRARY$002509Library$0025091$00253AIIEMSA$0025091$00253AIIEMSA$0026ps$003d300?
2025-05-03T17:37:40Z
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
2025-05-03T17:37:40Z
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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
2025-05-03T17:37:40Z
2025-05-03T17:37:40Z
by Gatarek, Dariusz.<br/>Format: Books<br/>Publication Date 2007<br/>