New Interest Rate Models:Recent Development in the Theory and Application of Yield Curve Dynamics

Bharat Book Bureau, a leading market information distributor has tabled a report New Interest Rate Models:Recent Development in the Theory and Application of Yield Curve Dynamics http://www.bharatbook.com/detail.asp?id=2037 A comprehensive collection that looks at the development of interest-rate models from 1992 to present Summary * Covers interest-rate analysis in the light of increased computer power * Investigates simulation processes, ie random walks and Monte Carlo simulation * Details the development of three new interest-rate model types including the Markov decision process, extensions and generalisations to the Heath-Jarrow-Morton model and market models * Makes accessible advanced models that enable modellers to "complete the market" more efficiently when calculating interest rate securities and options' portfolios * Analysis of Heath-Jarrow-Morton extensions

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