Interest rate term structure (51 risultati)

Condizione: acceptable. Fairly worn, but readable and intact. If applicable: Dust jacket, disc or access code may not be included.

hardcover. Condizione: Fair. Some wear and marking to edges. Ships next business day from NC.

Broschur. Condizione: gut. 110 S. : graph. Darst. ; 21 cm, Rückseite kleiner Fleck. Sprache: eng.

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Paperback or Softback. Condizione: New. Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling. Book.

Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. 1st Edition. Hardcover in dust jacket. Small stamping on bottom page edge. Pages are age toned. No names, undlining, notes or highlighting. Book will be well padded in bubble wrap and shipped in a sturdy box. d5.

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Condizione: New. In English.

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Paperback. Condizione: Brand New. reprint edition. 248 pages. 9.25x6.10x0.63 inches. In Stock.

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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Interest rate rules play an important role in the empirical analysis of monetary policy as well as in modern monetary theory. Besides giving a comprehensive insight into this line of research the study incorporates the term structure of interest rates into interest rate rules. This is performed analytically as well as empirically. In doing so, state of the art techniques of modern finance for the analysis of the term structure of interest rates are introduced into the macroeconomic concept of interest rate rules. The study implies that from the theoretical perspective term structure effects are an important extension of interest rate rules. From an empirical perspective it shows that including term structure effects in interest rate reaction functions improves our understanding of the interest rate setting of the Deutsche Bundesbank and the European Central Bank.; Habilitationsschrift.…

Taschenbuch. Condizione: Neu. Macroeconomics in interest rate term structure modelling | Panu Immonen | Taschenbuch | 64 S. | Englisch | 2012 | LAP LAMBERT Academic Publishing | EAN 9783848417063 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. Interest Rate Derivatives Explained: Volume 2 | Term Structure and Volatility Modelling | Jörg Kienitz (u. a.) | Taschenbuch | Financial Engineering Explained | xxvii | Englisch | 2018 | Palgrave Macmillan | EAN 9781349953783 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Condizione: New. In English.

Taschenbuch. Condizione: Neu. Currency Forecasting with Markov Switching Models | Exploring the Joint Behavior of the Term Structure of Forward Exchange Rate Premia and the Term Structure of Interest Rates | Charles Mouoyebe | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639152869 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.…

Buch. Condizione: Neu. Neuware - The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume II is dedicated to in-depth study of term structure models of interest rates. While providing a thorough analysis of classical short rate models, the primary focus of the volume is on multi-factor stochastic volatility dynamics, in the setups of both the separable HJM and Libor market models. Implementation techniques are covered in detail, as are strategies for model parameterization and calibration to market data.…

paperback. Condizione: Good. Interest rate term structure theory of behavioral economics research 112.

paperback. Condizione: New. Language:Chinese.Paperback. Pub Date: 2025-09 Pages: 286 Publisher: Jilin University Press This book replaces Brownian motion in traditional interest rate models with two-dimensional quantum fields from physics. reconstructing the term structure model of interest rates within the framework of the traditional HJM and BGM models. It then applies this reconstruction to the pricing of forward rates for government bonds and local government bonds. Based on the premise that stochastic volatility is.…

paperback. Condizione: New. Language:Chinese.Paperback. Pub Date: 2016-12-01 Pages: 216 Publisher: China economic publishing house The book is divided into seven chapters.The first chapter introduces the research background and significance. the term structure of interest rates on bond market research were summarized. and the overall framework of building research.The second chapter mainly study the relationship between macro economy and the term structure of interest rates. respectively from theory and real.…

paperback. Condizione: New. Ship out in 2 business day, And Fast shipping, Free Tracking number will be provided after the shipment.Paperback. Pub Date: November 2012 Pages: 183 Language: Chinese Publisher: Science Press interest rate term structure and monetary policy effect: based on the industrial organization of the China Banking from the perspective of the banking industry organizations. the use of the theory of industrial organization theory of the SCP paradigm regulation (Regulatory). depth specifically explore aspects of the term structure of interest rates and the effects of monetary policy. market structure analysis the bank rate conduction and risk management. as well as the commercial banking system in an integrated manner. heterogeneous behavior. operating performance and Banking Supervision of the effects of monetary policy transmission. Based on the link between the term structure and monetary policy. the interest rate term structure and the effects of monetary policy: the industrial organization of the China Banking analysis devoted to the analysis of dynamic association of inter-bank interest rate system. the money market interest rate and bond market interest rates and money market interest rate policy position. as well as the relationship of interest rates dynamically associated with macroeconomic factors. and then examine the effect of the monetary policy interest rate transmission. Based on the industrial structure of China's banking sector with monopolistic competition. the bank self bank capital regulation reform in the context of the greater heterogeneity and the subprime mortgage crisis reality trips. book and comprehensive analysis of the China Banking Organization and the monetary policy transmission and the effect of contact from the multi-angle analysis of the structure of the banking market. the impact and role of heterogeneous behavior. performance. and bank supervision and its pro-cyclical effects of monetary policy transmission. Term structure and the effects of monetary policy: analysis based on the industrial organization of the China Banking as related undergraduate graduate study reference materials available to economic actors and readers interested in the term structure of interest rates and the effects of monetary policy read. Contents: Preface Books sequencer Chapter Introduction Section I Section II study of theoretical and practical significance of the proposed Section III content framework and Innovation Chapter II Literature Review Section 1 interest rate term structure and monetary policy in section II banks Industrial Organization and the effects of monetary policy Chapter Summary Chapter References market interest rate system and its dynamic association Chapter Summary Section 1 market benchmark interest rate and the interest rate term structure of Section II of the inter-bank market interest rate system and its dynamic association: based on the analysis of the term structure Reference Chapter Treasury bill rate risk characteristics and its monetary policy implications of section III of the literature review sample data collection and model estimation method in section IV of the risk characteristics of the term structure of interest rates in China Section I Introduction Section II Section V term structure the risk characteristics macroeconomic trend analysis of changes in the reference literature Chapter Chapter Summary immunization strategy based on the ratio of the interest rate forecast interest rate risk management strategy Section 1 Introduction Section II long period theoretical analysis of section III of the traditional model of Nelson-Siegel duration of the immune defects in the fourth quarter improved model of the effect of improvements in Section 5 of the Nelson-Siegel duration of the immune test model of Nelson-Siegel duration of the immune Chapter Summary Reference Chapter banking competition. regulatory and risk Section 1 INTRODUCTION the Festival literature review in section III model set with.…

paperback. Condizione: New. Paperback. Pub Date:2016-04-01 Pages:187 Language: Publisher: Chinese Lixin Accounting press the term structure of interest rate and economic forecasting ability research according to the research paradigm of theory - theoretical analysis - empirical support. First of all. according to the relevant theoretical analysis of interest rate term structure of the economic information value and testing tools; then.…

paperback. Condizione: New. Language:Chinese.Paperback. Pub Date: 2019-05-01 Publisher: China Financial and Economic Publishing House since 2000. the economic situation in the domestic and international political changes. especially the financial crisis caused a huge impact on the macro economy. exacerbated by China's macroeconomic volatility. Synergistic movement patterns and major macro variables yield curve only time-varying characteristics and structural changes. but also reflects the more frequent . …