"This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implie…
"This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implie…
La Matemática Financiera se configura como una materia imprescindible en el mundo de la Economía y la Empresa en general, y de la banca en particular. Esta obra, dedicada al estudio de esta disciplina, se estructura en cinco secciones, que comienzan con un cuadro sinóptico sobre…
by Zastawniak, Tomasz, McInerney, Daragh
fromMastering mathematical finance
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to inc…
by Zastawniak, Tomasz, McInerney, Daragh
fromMastering mathematical finance
by Zastawniak, Tomasz, McInerney, Daragh
fromMastering mathematical finance
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to inc…
by Zastawniak, Tomasz, McInerney, Daragh
fromMastering mathematical finance
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to inc…
Scope and content: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other ass…
Scope and content: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other ass…
Scope and content: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other ass…
Scope and content: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other ass…
"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Student…
"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Student…
Scope and content: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other ass…
Scope and content: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other ass…
"SABR and SABR Libor Market Models in Practice is an accessible guide to modern interest rate modelling. Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the…
