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A comprehensive coverage of yield curve modelling techniques, focussing on the most well-known discrete-time models used by practitioners

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Advanced Fixed Income Analysis

Aimed at experienced practitioners in the corporate bond markets, this book introduces the techniques used for analysis and interpretation;

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Analysing and Interpreting the Yield Curve

the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all;

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Discrete Choice Modelling and Air Travel Demand

on the interpretation and application of statistical tests used to guide the selection of a preferred model specification is included; the;

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Bond Pricing and Yield Curve Modeling

In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia;

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Modelling Freight Transport

. Focusing on models used to support public transport policy analysis, Freight Transport Modelling systematically introduces the latest freight;

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Neural Networks Modeling and Control

neural observers for the same class of systems. Therefore, both neural models are used to synthesize controllers for trajectory tracking based on;

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Developments In Macro-Finance Yield Curve Modelling

Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic;

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How to Implement Market Models Using VBA

accessible to any financial professional with a taste for mathematics. With a focus on the clarity of code, this practical introductory guide;

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Mathematical Modelling

of both deterministic and stochastic models, and review a number of well-known models that illustrate their application in different fields;

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The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies

of discrete-time economies where the stock price process is driven by a binomial random walk, it is less known that the BSM model idealizes discrete;

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The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies

of discrete-time economies where the stock price process is driven by a binomial random walk, it is less known that the BSM model idealizes discrete;

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Reliability Modelling and Analysis in Discrete Time

and advanced topics of research in this area, the work gives the reader a thorough understanding of the theory and concepts associated with;

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Applied Discrete-Time Queues

models in discrete-time. There is a focus on applications in modern telecommunication systems. It presents how most queueing models;

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Applied Discrete-Time Queues

models in discrete-time. There is a focus on applications in modern telecommunication systems. It presents how most queueing models;

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Strategic Asset Allocation In Fixed Income Markets

is presented and used as a prelude to yield-curve factor models. The Nelson-Siegel model is used to introduce the Kalman-Filter as a way to add time;

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Applied Discrete-Choice Modelling

. It discusses particular problems connected with the model and its use, and reports on the authors' own empirical research. This is a;

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Applied Discrete-Choice Modelling

. It discusses particular problems connected with the model and its use, and reports on the authors' own empirical research. This is a;

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Computer Simulation in Management Science

provides the theory needed to do this. Revisions to this edition include a new chapter on Monte Carlo simulation using spreadsheets, a new look;

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Yield Curve Modeling and Forecasting

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their;

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A Course on Queueing Models

. Emphasizing Markovian structures and the techniques that occur in different models, A Course on Queueing Models discusses recent developments in the;

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A Course on Queueing Models

. Emphasizing Markovian structures and the techniques that occur in different models, A Course on Queueing Models discusses recent developments in the;

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Discrete-Event Modeling and Simulation

, this book offers world-class instruction on the field's most useful modeling tools.;

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Statistical Methods for Financial Engineering

practitioners on implementing the most useful stochastic models used in financial engineering. After introducing properties of univariate and;

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Statistical Methods for Financial Engineering

practitioners on implementing the most useful stochastic models used in financial engineering. After introducing properties of univariate and;

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Time Series Techniques for Economists

, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis;

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System Simulation Techniques with MATLAB and Simulink

-engineering systems * Dedicated chapter on hardware-in-the-loop simulation and real time control * End of chapter exercises * A companion website;

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