{"title":"随机利率","authors":"D. Mcinerney, T. Zastawniak","doi":"10.1017/cbo9781139035033","DOIUrl":null,"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":0.0000,"publicationDate":"2015-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Stochastic Interest Rates\",\"authors\":\"D. Mcinerney, T. Zastawniak\",\"doi\":\"10.1017/cbo9781139035033\",\"DOIUrl\":null,\"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\":0.0000,\"publicationDate\":\"2015-08-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Financial Mathematics for Actuaries\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1017/cbo9781139035033\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Financial Mathematics for Actuaries","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1017/cbo9781139035033","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.
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