Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
Job Seekers
    View Jobs    
 My Resumes 
Jobs By Location
New York
Chicago
London
Tokyo
Singapore
Canada
Australia
India
Jobs by Programming
Java
C# .NET
Matlab
C++
Database
Excel
Jobs by Role
Analyst
Developer
Structurer
Junior Quant
Senior Quant
Strategist
Rich Quant
Jobs by Sector
Hedge Fund
Credit Derivatives
Mortgage
Trading
Equity Derivates
Front Office
Fixed Income
Subscribe to RSS Feeds
Latest Jobs
Latest Code
Latest Papers
 
Quick Search:    (AJAX based: No need to press button)
   Post Job   

Home : 

Pricing Derivatives on a Single Interest-Rate Curve

Rate it... Rating Saved!
Description:
ch. 10 of Brigo, Damiano book - Interest rate models - theory and practice.
I was able to save it, hope this link stays there..


Discuss this paper
Submitter: vanna
Publisher: Not Specified
Published: Sat, 03-May-2008
ICRA: EC - Early Childhood
linked: 370 times

Rating:    (1 Vote)
 
Rate Resource | Report Broken | Recommend | Comments (0)
Similar Links:
Pricing interest rate derivatives on Tree vs. Monte Carlo (Forum)
Interest rate derivative pricing in Libor market model (Forum)
Interest Rate Derivatives Lecture Notes (Paper)
Pricing models for Bermudan-style interest rate derivatives (Paper)
Pricing models for Bermudan-style interest rate derivatives (Link)
Subscribe to RSS or daily email updates of latest quantitative finance Papers listings
Email address :
Copyright © 2011 QuantCode Inc. All rights reserved.