Term Structure Models Damir

Term-Structure Models: A Graduate Course  

Posted by ChrisRedfield at Oct. 25, 2014
Term-Structure Models: A Graduate Course

Damir Filipovic - Term-Structure Models: A Graduate Course
Published: 2009-08-14 | ISBN: 3540097260, 364226915X | PDF | 256 pages | 3 MB
Interest Rate Modeling. Volume 2: Term Structure Models (Repost)

Leif B.G. Andersen and Vladimir V. Piterbarg, "Interest Rate Modeling. Volume 2: Term Structure Models"
English | 2010 | ISBN: 0984422110 | 288 pages | Djvu | 8 MB
Interest Rate Modeling. Volume 2: Term Structure Models

Leif B.G. Andersen and Vladimir V. Piterbarg, "Interest Rate Modeling. Volume 2: Term Structure Models"
Atlan tic Fin ancial Press | 2010 | ISBN: 0984422110 | 288 pages | Djvu | 8,9 MB
Interest Rate, Term Structure, and Valuation Modeling (repost)

Interest Rate, Term Structure, and Valuation Modeling By Frank J. Fabozzi CFA, Frank J. Fabozzi
English | 2002 | 530 Pages | ISBN: 0471220949 | PDF | 5,2 MB

Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services.

Zero Lower Bound Term Structure Modeling: A Practitioner's Guide  eBooks & eLearning

Posted by nebulae at Feb. 29, 2016
Zero Lower Bound Term Structure Modeling: A Practitioner's Guide

L. Krippner, "Zero Lower Bound Term Structure Modeling: A Practitioner's Guide"
English | ISBN: 1137408324 | 2015 | 409 pages | PDF | 11 MB

Latent Variable and Latent Structure Models  

Posted by arundhati at Feb. 17, 2016
Latent Variable and Latent Structure Models

George A. Marcoulides, Irini Moustaki, "Latent Variable and Latent Structure Models"
2002 | ISBN-10: 080584046X | 296 pages | EPUB | 25 MB
Interest Rate, Term Structure, and Valuation Modeling (repost)

Interest Rate, Term Structure, and Valuation Modeling By Frank J. Fabozzi CFA, Frank J. Fabozzi
English | 2002 | 530 Pages | ISBN: 0471220949 | PDF | 5,2 MB
Dynamic Term Structure Modeling: The Fixed Income Valuation Course (repost)

Dynamic Term Structure Modeling: The Fixed Income Valuation Course
by Sanjay K. Nawalkha , Gloria M. Soto, Natalia A. Beliaeva
English | 2007 | ISBN: 0471737143 | 683 pages | PDF | 2.79 MB
Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew

Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew
Colin Bennett | 2014 | True PDF | ISBN: 1499206070 | 215 pages | 3 Mb
Term Structure Modeling and Estimation in a State Space Framework by Wolfgang Lemke

Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems) by Wolfgang Lemke
Springer; 2006 edition | September 23, 2005 | English | ISBN: 3540283420 | 224 pages | PDF | 6 MB

This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work.