 |
FixedIncomeRisk ForumA forum for the fixed income community |
Login
Register
FAQ| It is currently Tue Sep 07, 2010 3:52 pm |
|
FixedIncomeRisk ForumA forum for the fixed income community |
| It is currently Tue Sep 07, 2010 3:52 pm |
|
All times are UTC |
| Forum | Topics | Posts | Last post | |
|---|---|---|---|---|
 |
Interest Rate Models: An Introduction (Cairns) | 0 |
0 |
No posts |
|
Dynamic Term Structure Modeling: The Fixed Income Valuation Course (Nawalkha, Beliaeva, Soto) | 0 |
0 |
No posts |
|
Efficient Methods for Valuing Interest Rate Derivatives (Pelsser) | 0 |
0 |
No posts |
|
Interest-Rate Option Models (Rebonato) | 0 |
0 |
No posts |
|
Interest Rate Modelling (James, Webber) | 0 |
0 |
No posts |
|
Interest Rate Models - Theory and Practice, with Smile, Inflation, and Credit (Brigo, Mercurio) | 0 |
0 |
No posts |
|
Modelling Fixed Income Securities and Interest Rate Options (Jarrow) | 0 |
0 |
No posts |
|
Modern Pricing of Interest Rate Derivatives (Rebonato) | 0 |
0 |
No posts |
|
Robust Libor Modelling and Pricing of Derivative Products (Schoenmakers) | 0 |
0 |
No posts |
|
The Libor Market Model in Practice (Gatarek, Bachert, Maksymiuk) | 0 |
0 |
No posts |
|
Martingale Methods in Financial Modeling (Musiela, Rutkowski) | 0 |
0 |
No posts |
|
All times are UTC |