Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Table of contents for all three volumes (full details at andersen-piterbarg-book.com) Volume I. Foundations and Vanilla Models Part I. Foundations Introduction to Arbitrage Pricing Theory Finite Difference Methods Monte Carlo Methods Fundamentals of Interest Rate Modelling Fixed Income Instruments Part II. Vanilla Models Yield Curve [...]
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Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
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Interest Rate Swaps and Their Derivatives: A Practitioner’s Guide (Wiley Finance)
Interest Rate Swaps and Their Derivatives: A Practitioner’s Guide (Wiley Finance) An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main “rates” products, including swaps, options [...]
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Interest Rate Markets: A Practical Approach to Fixed Income (Wiley Trading)
Interest Rate Markets: A Practical Approach to Fixed Income (Wiley Trading) How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in [...]
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Plosser Says He Didn't Back Fed's 2014 Pledge on Interest Rates
Plosser Says He Didn't Back Fed's 2014 Pledge on Interest Rates 1 (Bloomberg) — Philadelphia Federal Reserve Bank President Charles Plosser said he didn't support the central bank's decision last month to extend the time frame for low rates at least through late 2014. “Economic conditions have modestly improved … Read more on BusinessWeek Freddie [...]
A History of Interest Rates, Fourth Edition (Wiley Finance)
A History of Interest Rates, Fourth Edition (Wiley Finance) A History of Interest Rates presents a very readable account of interest rate trends and lending practices over four millennia of economic history. Despite the paucity of data prior to the Industrial Revolution, authors Homer and Sylla provide a highly detailed analysis of money markets and [...]
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Mortgages and Interest Rates Revised | WAHomeowners.com
Follow the adventures of Bob and Sally as they learn about mortgages and interest rates in their home buying journey.
Primer on the Interest Rate, Fixed Income and Foreign Exchange Market
Primer on the Interest Rate, Fixed Income and Foreign Exchange Market “The Federal Reserve Bank intervened today with a coupon pass through the primary dealer network to add needed reserves to the banking system. The added liquidity will help as the banking system is awash in counter-party risk to swaptions and other derivative transactions. The [...]
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4 PSU banks raise interest rates by up to 50 bps
4 PSU banks raise interest rates by up to 50 bps 4 PSU banks raise interest rates by up to 50 bps4 PSU banks raise interest rates by up to 50 bps Read more on The Economic Times
UK interest rates remain at 0.5%
UK interest rates remain at 0.5% The Bank of England’s Monetary Policy Committee has kept UK interest rates on hold at a record low of 0.5%. Read more on BBC News
China raises interest rates as Temasek sells $3.6bn in China banks
China raises interest rates as Temasek sells $3.6bn in China banks China raised interest rates for the third time this year as the country continued its battle against soaring prices. Read more on AFP Telegraph Finance News via Yahoo! UK & Ireland Finance