Search Images Maps Play YouTube News Gmail Drive More »
Sign in
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 ...
Limited preview - About this book

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 ...
Limited preview - About this book

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 ...
Limited preview - About this book

Robust Libor Modelling and Pricing of Derivative Products

John Schoenmakers - Mathematics - 2005 - 224 pages
One of Riskbook.com's Best of 2005 - Top Ten Finance Books The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest ...
Limited preview - About this book

Mathematical Models of Financial Derivatives

Yue-Kuen Kwok - Mathematics - 2008 - 530 pages
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives ...
Limited preview - About this book

Numerical Methods for Finance

John Miller, David Edelman, John Appleby - Mathematics - 2007 - 312 pages
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical ...
Limited preview - About this book

Engineering BGM

Alan Brace - Mathematics - 2007 - 240 pages
Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives. Written by one of its ...
Limited preview - About this book

Financial Mathematics: A Comprehensive Treatment

Giuseppe Campolieti, Roman N. Makarov - Business & Economics - 2015 - 829 pages
Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account ...
Limited preview - About this book

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 ...
Limited preview - About this book

Derivative Security Pricing: Techniques, Methods and Applications

Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos - Business & Economics - 2015 - 616 pages
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the ...
Limited preview - About this book




  1. My library
  2. Help
  3. Advanced Book Search