I Bond Interest Rates - Currently 6.73% (12/22/05)
In our I Bond, iBonds, i-Bonds or Series I bonds Discussion Forum we've been talking about the latest Treasury Direct rates for I Bonds. I Bonds currently pay 6.73%. Here is more information from the press release: The earnings rate for Series I ... [... more]
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Interest Rate Models: an Infinite Dimensional Stochastic ...
Author: René A. Carmona Author: Michael R. Tehranchi Binding: Hardcover Dewey Decimal Number: 332.80151923 EAN: 9783540270652 Edition: 1 ISBN: 3540270655 Number Of Pages: 235 Publication Date: 2006-06-14 [... more]
CDN$110.47
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Interest Rate Models - Theory and Practice: With Smile, ...
Nicely written overview of interest rate models: This recent book, written by two Italian "quants" Mercurio & Brigo, gives a nice and accessible overview of interest rate models which is a compromise between the practitioner viewpoint, [... more]
CDN$110.47
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Efficient Methods for Valuing Interest Rate Derivatives
Finally... a road map to interest rate models!!!: I had a strong background in equity derivative models but found the leap to interest rate models difficult. What are the relationships between short rates, forward rates, and term structure? How do [... more]
CDN$103.14
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Interest Rate Models: An Introduction
An excellent book!!!: This book provides an excellent reference and point of view of old and new topics in the interest rate modelling field. From short rate models, HJM model, multifactor models, positive interest models and market models, it gives you [... more]
CDN$90.30
Amazon CA |
Modeling Fixed Income Securities and Interest Rate Options
required reading in fixed income: Excellent job on the detail analysis of fixed income models, accessible to non-mathematician, no stochastic calculus involved. this book is more focused than Tuckman's book. this is absolutely more easy reading than all [... more]
CDN$70.23
Amazon CA |
Interest Rate Modelling
Extraordinary: There are plenty of books on fixed income mathematics. This one is extraordinary. It is simultaneously practical, theoretically sophisticated and a pleasure to read. The treatment of term-structure models, including HJM, is the most [... more]
CDN$197.99
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A History of Interest Rates
Opening a Window to Fixed Income Securities of Eras Past: This exceptionally written, highly readable volume, written by a true pioneer in bond trading and fixed income research, covers interest rate trends and lending practices spanning over four [... more]
CDN$103.99
Amazon CA |
Interest Rate Models - Theory and Practice: With Smile, ...
Nicely written overview of interest rate models: This recent book, written by two Italian "quants" Mercurio & Brigo, gives a nice and accessible overview of interest rate models which is a compromise between the practitioner viewpoint, [... more]
CDN$102.57
Amazon CA |
Interest Rate Models: An Introduction
An excellent book!!!: This book provides an excellent reference and point of view of old and new topics in the interest rate modelling field. From short rate models, HJM model, multifactor models, positive interest models and market models, it gives you [... more]
CDN$52.04
Amazon CA |
Compounding and Compound Interest Explained
Kirk Lindstrom explains Compounding, compound interest rates and The Rule of 72. I was asked recently, "What exactly do you mean by compounding? Can you explain it to a novice?" Challenge accepted! The first order of business is to look up ... [... more]
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Long Live the Greatest Bull Market of all time!
The Dow Jones Industrial Average continued its 11.6% ascent from the August 31st correction low of $7539 to close Friday at $8417. Friday's DOW rally finished its biggest weekly point gain in history after a surprise interest rate cut by the ... [... more]
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