![Economics / Heath–Jarrow–Morton framework / LIBOR market model / Interest rate derivative / Short-rate model / Yield curve / Swaption / Bond valuation / Quantitative analyst / Mathematical finance / Financial economics / Finance Economics / Heath–Jarrow–Morton framework / LIBOR market model / Interest rate derivative / Short-rate model / Yield curve / Swaption / Bond valuation / Quantitative analyst / Mathematical finance / Financial economics / Finance](https://www.pdfsearch.io/img/68abcd3dacabd3433eee35bb6ca484de.jpg)
| Document Date: 2014-07-08 10:34:03 Open Document File Size: 77,77 KBShare Result on Facebook
Company Portfolio Strategies / Princeton University Press / Fixed Income Securities / Pearson / Oxford Finance Press / Risk Management / Cox / John Wiley & Sons / Martellini L. P. / / / Facility Building Blocks / / Organization Faculty of Finance / Princeton University / / Person James Jessica / Nick Webber / Chris Strickland / Clelow Les / Gianluca Fusai / Todd James / Martin John / Marina Marena Universit / / Position Course Director / / ProgrammingLanguage C / / PublishedMedium Journal of Finance / Review of Financial Studies / Journal of Financial Economics / Financial Analysts Journal / / Technology simulation / / URL www.cass.city.ac.uk/experts/G.Fusai / http /
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