Ebooks: Home  >  Business & Economics  >  Investments & Securities  >  Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
Click to zoom the image Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
Publisher:Atlantic Financial Press
Publication Date:2010-02-06
ISBN-10:0984422102
ISBN-13:9780984422104
Number of Pages:492 Pages
Book Type:hardcover
Weight:843 gram
Books Dimensions:240 x 160 x 35 mm
Format of ebooks: PDF(Acrobat Reader) or Word version doc Document
Brief introduction of ebooks
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models


Abstract
The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integRated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume I provides the theoretical and computational foundations for the series, emphasizing the construction of efficient grid- and simulation-based methods for contingent claims pricing. The second part of Volume I is dedicated to local-stochastic volatility modeling and to the construction of vanilla models for individual swap and Libor Rates. Although the focus is eventually turned toward fixed income securities, much of the material in this volume applies to generic financial markets and will be of interest to anybody working in the general area of asset pricing.

Full Text Information
PDF Format Free Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Ebooks Download Word Format Free Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Ebooks Download
Download Interest Rate Modeling. Volume 1: Foundations and Vanilla Models  Free ebooks PDF
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Download Free eboks PDF
Comment
No.
Comment Content
User Name
Date
Post new Comment
UserName
Related Free Ebooks
Top Free Ebooks Download
New Ebooks Download