skip to content
Building and using dynamic interest rate models Preview this item
ClosePreview this item
Checking...

Building and using dynamic interest rate models

Author: K O Kortanek; Vladimir G Medvedev
Publisher: Chichester ; New York : J. Wiley, ©2001.
Series: Wiley finance series.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Traditionally, fixed income securities promised fixed cash-flows. However, the many newly created fixed-income securities (for which the promised cash-flows depend on the level of interest rates),  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Online version:
Kortanek, K.O., 1936-
Building and using dynamic interest rate models.
Chichester ; New York : J. Wiley, ©2001
(OCoLC)606629553
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: K O Kortanek; Vladimir G Medvedev
ISBN: 0471495956 9780471495956
OCLC Number: 47049913
Description: xx, 215 pages : illustrations ; 25 cm.
Contents: 1. On the conventional and pure multi-period loan structure --
2. Differential systems models for asset prices under uncertainty --
3. Constant maturity, one-factor dynamic models for term structure estimation --
4. Constant maturity, bilevel models for term structure estimation --
5. Numerical experiments with one-factor and bilevel models for extended periods of observations --
6. Modeling nonarbitrage and market price of risk in linear differential systems --
7. Characteristics of moments in linear dynamical systems under uncertainty with perturbations --
8. Backtesting with Treasury auction data --
9. A forward rates-based dynamical system model --
10. A general integro-differential term structure model.
Series Title: Wiley finance series.
Responsibility: Ken Kortanek and Vladimir Medvedev.
More information:

Reviews

Editorial reviews

Publisher Synopsis

Der Buchentwurf erhielt ausgezeichnete Kritiken, darunter das Urteil von Professor Rainer Tichatschke von der Universitdt Trier. "Die Mischung aus Theorie, numerischen Methoden (inklusive Software) Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/47049913> # Building and using dynamic interest rate models
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "47049913" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/36582719#Place/chichester> ; # Chichester
   library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
   schema:about <http://experiment.worldcat.org/entity/work/data/36582719#Topic/zinsstruktur> ; # Zinsstruktur
   schema:about <http://dewey.info/class/332.82015118/e21/> ;
   schema:about <http://id.worldcat.org/fast/976191> ; # Interest rates--Mathematical models
   schema:about <http://id.loc.gov/authorities/subjects/sh2008104788> ; # Interest rates--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/36582719#Topic/rente> ; # Rente
   schema:about <http://experiment.worldcat.org/entity/work/data/36582719#Topic/wiskundige_modellen> ; # Wiskundige modellen
   schema:about <http://experiment.worldcat.org/entity/work/data/36582719#Topic/zinsanderung> ; # Zinsänderung
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/166208898> ; # Vladimir G. Medvedev
   schema:copyrightYear "2001" ;
   schema:creator <http://viaf.org/viaf/25893064> ; # K. O. Kortanek
   schema:datePublished "2001" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/36582719> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/36582719#Series/wiley_finance_series> ; # Wiley finance series.
   schema:isSimilarTo <http://www.worldcat.org/oclc/606629553> ;
   schema:name "Building and using dynamic interest rate models"@en ;
   schema:productID "47049913" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/47049913#PublicationEvent/chichester_new_york_j_wiley_2001> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/36582719#Agent/j_wiley> ; # J. Wiley
   schema:url <http://catdir.loc.gov/catdir/toc/onix07/2001039014.html> ;
   schema:workExample <http://worldcat.org/isbn/9780471495956> ;
   umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA157510> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/47049913> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
   schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/36582719#Series/wiley_finance_series> # Wiley finance series.
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/47049913> ; # Building and using dynamic interest rate models
   schema:name "Wiley finance series." ;
   schema:name "Wiley finance series" ;
    .

<http://experiment.worldcat.org/entity/work/data/36582719#Topic/wiskundige_modellen> # Wiskundige modellen
    a schema:Intangible ;
   schema:name "Wiskundige modellen"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh2008104788> # Interest rates--Mathematical models
    a schema:Intangible ;
   schema:name "Interest rates--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/976191> # Interest rates--Mathematical models
    a schema:Intangible ;
   schema:name "Interest rates--Mathematical models"@en ;
    .

<http://viaf.org/viaf/166208898> # Vladimir G. Medvedev
    a schema:Person ;
   schema:familyName "Medvedev" ;
   schema:givenName "Vladimir G." ;
   schema:name "Vladimir G. Medvedev" ;
    .

<http://viaf.org/viaf/25893064> # K. O. Kortanek
    a schema:Person ;
   schema:birthDate "1936" ;
   schema:familyName "Kortanek" ;
   schema:givenName "K. O." ;
   schema:name "K. O. Kortanek" ;
    .

<http://worldcat.org/isbn/9780471495956>
    a schema:ProductModel ;
   schema:isbn "0471495956" ;
   schema:isbn "9780471495956" ;
    .

<http://www.worldcat.org/oclc/606629553>
    a schema:CreativeWork ;
   rdfs:label "Building and using dynamic interest rate models." ;
   schema:description "Online version:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/47049913> ; # Building and using dynamic interest rate models
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.