Search Results - "Interest rates Mathematical models"

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  1. Building Interest Rate Curves and SABR Model Calibration by Mbongo Nkounga, Jeffrey Ted Johnattan

    Published 2015
    Subjects: “…Interest rates -- Mathematical models…”
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  2. A no-arbitrage macro finance approach to the term structure of interest rates by Thafeni, Phumza

    Published 2015
    Subjects: “…Interest rates -- Mathematical models…”
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  3. Heath–Jarrow–Morton models with jumps by Alfeus, Mesias

    Published 2015
    Subjects: “…Interest rates -- Mathematical models…”
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  4. Interest rate model theory with reference to the South African market by Van Wijck, Tjaart

    Published 2006
    Subjects: “…Interest rates -- Mathematical models…”
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    Thesis