In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often de…
"Thorough, accessible coverage of the key issues in XVA XVA - Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, …
"In The Art Prophets, Richard Polsky introduces us to influential late twentieth-century dealers and tastemakers in the art world. These risk takers opened doors for artists, identified new movements, and resurrected art forms that had fallen into obscurity. In this distinctive …
A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market mode…
"Over the past four decades, business and academic economists, operations researchers, marketing scientists, and consulting firms have increased their interest in and research on pricing and revenue management. This book attempts to introduce the reader to a wide variety of rese…
Over the past four decades, business and academic economists, operations researchers, marketing scientists, and consulting firms have increased their interest and research on pricing and revenue management. This book introduces the reader to a wide variety of research results on…
