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Economics / Heath–Jarrow–Morton framework / LIBOR market model / Interest rate derivative / Short-rate model / Yield curve / Swaption / Bond valuation / Quantitative analyst / Mathematical finance / Financial economics / Finance


S YLLABUS F IXED I NCOME C T EACHER A FFILIATION
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Document Date: 2014-07-08 10:34:03

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File Size: 77,77 KB

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Company

Portfolio Strategies / Princeton University Press / Fixed Income Securities / Pearson / Oxford Finance Press / Risk Management / Cox / John Wiley & Sons / Martellini L. P. / /

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Facility

Building Blocks / /

Organization

Faculty of Finance / Princeton University / /

Person

James Jessica / Nick Webber / Chris Strickland / Clelow Les / Gianluca Fusai / Todd James / Martin John / Marina Marena Universit / /

Position

Course Director / /

ProgrammingLanguage

C / /

PublishedMedium

Journal of Finance / Review of Financial Studies / Journal of Financial Economics / Financial Analysts Journal / /

Technology

simulation / /

URL

www.cass.city.ac.uk/experts/G.Fusai / http /

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