As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models-both those actively used in practice as well as theoretical models still 'waiting in the wings'.
Interest rate models, implementation methods and estimation issues are discussed at length by the authors as are important new developments such as kernel estimation...
As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theo...
During the period 911-1154, a newly-constituted people came to control not only a Frankish duchy, but also the kingdoms of England and Sicily. This people, composed of Scandinavian settlers and Frankish natives, came to be known as the Normans. This book examines the growth of the concept of the Norman people (gens Normannorum), through the self-perception of group members (Normanitas/I> or -Norman-ness-) and the perceptions of -others-. Using identity models which deal with the interaction of various types of communities, it examines narrative sources (both internally and externally...
During the period 911-1154, a newly-constituted people came to control not only a Frankish duchy, but also the kingdoms of England and Sicily. This pe...
