Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing ...
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Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA.
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Add this copy of Interest Rate Modeling: Theory and Practice, Second to cart. $95.28, new condition, Sold by booksXpress, ships from Bayonne, NJ, UNITED STATES, published 2019 by CRC Press.
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New. Sewn binding. Cloth over boards. 494 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics.
Add this copy of Interest Rate Modeling: Theory and Practice, Second to cart. $141.63, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2019 by CRC Press.
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Fine. Sewn binding. Cloth over boards. 494 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Interest Rate Modeling: Theory and Practice, Second to cart. $153.39, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2019 by CRC Press.
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Seller's Description:
New. Sewn binding. Cloth over boards. 494 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Interest Rate Modeling to cart. $153.40, new condition, Sold by Paperbackshop rated 4.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 2019 by Taylor & Francis Inc.
