{"title":"Interest Accumulation and Time Value of Money","authors":"W. Chan, Y. Tse","doi":"10.1142/9789813224681_0001","DOIUrl":"https://doi.org/10.1142/9789813224681_0001","url":null,"abstract":"","PeriodicalId":129261,"journal":{"name":"Financial Mathematics for Actuaries","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115086441","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Loans and Costs of Borrowing","authors":"W. Chan, Y. Tse","doi":"10.1142/9789813224681_0005","DOIUrl":"https://doi.org/10.1142/9789813224681_0005","url":null,"abstract":"","PeriodicalId":129261,"journal":{"name":"Financial Mathematics for Actuaries","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130241598","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Rates of Return","authors":"W. Chan, Y. Tse","doi":"10.1142/9789813224681_0004","DOIUrl":"https://doi.org/10.1142/9789813224681_0004","url":null,"abstract":"","PeriodicalId":129261,"journal":{"name":"Financial Mathematics for Actuaries","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114799525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stochastic Interest Rates","authors":"D. Mcinerney, T. Zastawniak","doi":"10.1017/cbo9781139035033","DOIUrl":"https://doi.org/10.1017/cbo9781139035033","url":null,"abstract":"Preface 1. Fixed income instruments 2. Vanilla interest rate options and forward measure 3. Short rate models 4. Models of the forward rate 5. LIBOR and swap market models 6. Implementation and calibration of the LMM 7. Valuing interest rate derivatives 8. Volatility smile Index.","PeriodicalId":129261,"journal":{"name":"Financial Mathematics for Actuaries","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117149188","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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