[Télécharger] Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) (English Edition) de Lixin Wu Livres Pdf Epub
Télécharger Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) (English Edition) de Lixin Wu Livre PDF Gratuit
Télécharger "Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) (English Edition)" de Lixin Wu Pdf Epub
Auteur : Lixin Wu
Catégorie : Boutique Kindle,Ebooks Kindle,Ebooks en langues étrangères
Broché : * pages
Éditeur : *
Langue : Français, Anglais
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 modelsProvides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustmentsContains exercise sets and a number of examples, with many based on real market dataIncludes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustmentNew 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.
Télécharger Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) (English Edition) de Lixin Wu Livres Pdf Epub
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