Fixed Income Analytics brings together twenty influential papers written by Kenneth Garbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and 1990. Written by and for practitioners in the U.S. Treasury securities markets, it is one of the…
"Mary C. Comerio provides detailed case studies of housing losses and rebuilding efforts in six recent urban disasters: Hurricane Hugo in South Carolina, Hurricane Andrew in Florida, the Loma Prieta and Northridge earthquakes in California, and the recent major earthquakes in Me…
Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.
Fruits and vegetables are among the richest sources of ascorbic acid, other antioxidants and they produce specific bioactive compounds. A general consensus from health experts has confirmed that an increased dietary intake of antioxidant compounds found in most fresh produce typ…
* Considers neoclassical models in light of results that can go wrong with them to bring about better models. * Questions the assumption that markets clear quickly. * Offers a timely examination of the LTCM collapse. * Written by a group of well-respected and highly qualified au…
