Beyna, Ingo Interest rate derivatives. Valuation, calibration and sensitivity analysis. (English) Zbl 1264.91127 Lecture Notes in Economics and Mathematical Systems 666. Berlin: Springer (ISBN 978-3-642-34924-9/pbk; 978-3-642-34925-6/ebook). xviii, 209 p. (2013). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91-02 91G30 91G20 91G80 PDFBibTeX XMLCite \textit{I. Beyna}, Interest rate derivatives. Valuation, calibration and sensitivity analysis. Berlin: Springer (2013; Zbl 1264.91127) Full Text: DOI
Puhle, Michael Bond portfolio optimization. (English) Zbl 1176.91001 Lecture Notes in Economics and Mathematical Systems 605. Berlin: Springer (ISBN 978-3-540-76592-9/pbk). xiv, 137 p. (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-02 91G10 60H10 PDFBibTeX XMLCite \textit{M. Puhle}, Bond portfolio optimization. Berlin: Springer (2008; Zbl 1176.91001)
Chen, Lin Interest rate dynamics, derivatives pricing, and risk management. (English) Zbl 0862.90015 Lecture Notes in Economics and Mathematical Systems. 435. Berlin: Springer. xii, 149 p. (1996). Reviewer: M.Schweizer (Berlin) MSC: 91B28 91B62 62P20 90-02 91B24 PDFBibTeX XMLCite \textit{L. Chen}, Interest rate dynamics, derivatives pricing, and risk management. Berlin: Springer (1996; Zbl 0862.90015)