↓ Skip to main content
What is this page? Embed badge

Interest Rate Models — Theory and Practice

Overview of attention for book
Cover of 'Interest Rate Models — Theory and Practice'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Definitions and Notation
  3. Altmetric Badge
    Chapter 2 No-Arbitrage Pricing and Numeraire Change
  4. Altmetric Badge
    Chapter 3 One-factor short-rate models
  5. Altmetric Badge
    Chapter 4 Two-Factor Short-Rate Models
  6. Altmetric Badge
    Chapter 5 The Heath-Jarrow-Morton (HJM) Framework
  7. Altmetric Badge
    Chapter 6 The LIBOR and Swap Market Models (LFM and LSM)
  8. Altmetric Badge
    Chapter 7 Cases of Calibration of the LIBOR Market Model
  9. Altmetric Badge
    Chapter 8 Monte Carlo Tests for LFM Analytical Approximations
  10. Altmetric Badge
    Chapter 9 Including the Smile in the LFM
  11. Altmetric Badge
    Chapter 10 Local-Volatility Models
  12. Altmetric Badge
    Chapter 11 Stochastic-Volatility Models
  13. Altmetric Badge
    Chapter 12 Uncertain-Parameter Models
  14. Altmetric Badge
    Chapter 13 Pricing Derivatives on a Single Interest-Rate Curve
  15. Altmetric Badge
    Chapter 14 Pricing Derivatives on Two Interest-Rate Curves
  16. Altmetric Badge
    Chapter 15 Pricing of Inflation-Indexed Derivatives
  17. Altmetric Badge
    Chapter 16 Inflation-Indexed Swaps
  18. Altmetric Badge
    Chapter 17 Inflation-Indexed Caplets/Floorlets
  19. Altmetric Badge
    Chapter 18 Calibration to market data
  20. Altmetric Badge
    Chapter 19 Introducing Stochastic Volatility
  21. Altmetric Badge
    Chapter 20 Pricing Hybrids with an Inflation Component
  22. Altmetric Badge
    Chapter 21 Introduction and Pricing under Counterparty Risk
  23. Altmetric Badge
    Chapter 22 Intensity Models
  24. Altmetric Badge
    Chapter 23 CDS Options Market Models
Attention for Chapter 8: Monte Carlo Tests for LFM Analytical Approximations
Altmetric Badge

Citations

dimensions_citation
271 Dimensions

Readers on

mendeley
1 Mendeley
Summary Dimensions citations
So far, Dimensions has found 271 publications that cite this research output.

271

The most recent citing publications are shown below. View all 271 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.