International Convergence of Capital Measurement and Capital Standards PDF Download
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Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
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Book Description
Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
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Book Description
Author: United States. Congress. Joint Economic Committee. Subcommittee on Economy in Government
Publisher:
ISBN:
Category : Government spending policy
Languages : en
Pages : 200
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Book Description
Examines interest rate policy used in discounting benefits and costs of government projects, focusing on need to raise 3 1/4 % interest rate currently used for Interior Dept water project assessments.
Author: Lixin Wu
Publisher: CRC Press
ISBN: 1351227408
Category : Mathematics
Languages : en
Pages : 520
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Book Description
Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA.
Author: United States. Congress. Economic Joint Committee
Publisher:
ISBN:
Category :
Languages : en
Pages : 300
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Book Description
Author: Daragh McInerney
Publisher: Cambridge University Press
ISBN: 1107002575
Category : Business & Economics
Languages : en
Pages : 171
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Book Description
Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.
Author: Library of Congress
Publisher:
ISBN:
Category : Subject headings, Library of Congress
Languages : en
Pages : 1400
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Book Description
Author:
Publisher:
ISBN:
Category : Administrative law
Languages : en
Pages : 820
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Book Description
Author: Library of Congress. Cataloging Policy and Support Office
Publisher:
ISBN:
Category : Subject headings, Library of Congress
Languages : en
Pages : 1298
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Book Description
Author: United States Congress. House. Banking and Currency Committee
Publisher:
ISBN:
Category :
Languages : en
Pages : 974
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Book Description
Author:
Publisher:
ISBN:
Category : Delegated legislation
Languages : en
Pages : 612
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Book Description
