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Books Books 1 - 10 of about 45 related to Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit.    

Counterparty Risk and Funding: A Tale of Two Puzzles

Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo - Business & Economics - 2015 - 388 pages
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in ...
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Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All ...

Damiano Brigo, Massimo Morini, Andrea Pallavicini - Business & Economics - 2013 - 464 pages
The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is ...
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Interest Rate Modeling: Theory and Practice

Lixin Wu - Mathematics - 2009 - 353 pages
Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a ...
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Term-Structure Models: A Graduate Course

Damir Filipovic - Mathematics - 2009 - 256 pages
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of ...
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Risk Management and Simulation

Aparna Gupta - Business & Economics - 2013 - 523 pages
The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an ...
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Stochastic Processes with Applications to Finance, Second Edition

Masaaki Kijima - Business & Economics - 2013 - 343 pages
Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical ...
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Statistical Methods for Financial Engineering

Bruno Remillard - Business & Economics - 2013 - 496 pages
While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overlooked or ...
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Monte Carlo Methods and Models in Finance and Insurance

Ralf Korn, Elke Korn, Gerald Kroisandt - Mathematics - 2010 - 484 pages
Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and ...
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Nonlinear Option Pricing

Julien Guyon, Pierre Henry-Labordere - Business & Economics - 2013 - 484 pages
New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality ...
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Martingale Methods in Financial Modelling

Marek Musiela, Marek Rutkowski - Business & Economics - 2006 - 654 pages
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla ...
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