Petite synthèse articulée en quatre chapitres, "débutant par l'étude des procédures fondamentales et des rentes, et se poursuivant par celle des emprunts indivis et obligataires."
"58" Result
Sort By:
The concepts of rents and rent-seeking are central to any discussion of the processes of economic development. Yet conventional models of rent-seeking are unable to explain how it can drive decades of rapid growth in some countries, and at other times be associated with spectacu…
Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.
Subject: The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, v…
The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation …
The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation …
