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Interest Rate Dynamics, Derivatives Pricing, and Risk Management

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Cover of 'Interest Rate Dynamics, Derivatives Pricing, and Risk Management'

Table of Contents

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    Book Overview
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    Chapter 1 A Three-Factor Model of the Term Structure of Interest Rates
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    Chapter 2 Pricing Interest Rate Derivatives
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    Chapter 3 Pricing Exotic Options
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    Chapter 4 Fitting to a Given Term Structure
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    Chapter 5 A Discrete-Time Version of the Model
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    Chapter 6 Estimation of the Model
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    Chapter 7 Managing Interest Rate Risk
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    Chapter 8 Extensions of the Model
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    Chapter 9 Concluding Remarks
Attention for Chapter 2: Pricing Interest Rate Derivatives
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