EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link: https://ebookbell.com/faq

We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.

For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Interest Rate Modeling Theory And Practice Second Edition Wu

Name: Interest Rate Modeling Theory And Practice Second Edition Wu
SKU: BELL-10015378
Price: 31.00 USD
Availability: InStock
Rating: 5 (100 reviews)

SKU: BELL-10015378

$ 31.00 ~~$ 45.00~~ (-31%)

5.0

100 reviews

Interest Rate Modeling Theory And Practice Second Edition Wu instant download after payment.

Publisher: CRC Press

File Extension: PDF

File size: 7.95 MB

Author: Wu, Lixin

ISBN: 9781351227391, 9781351227407, 9781351227414, 9781351227421, 1351227394, 1351227408, 1351227416, 1351227424

Language: English

Year: 2019

Edition: Second edition.

Product desciption

Interest Rate Modeling Theory And Practice Second Edition Wu by Wu, Lixin 9781351227391, 9781351227407, 9781351227414, 9781351227421, 1351227394, 1351227408, 1351227416, 1351227424 instant download after payment.

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 models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New 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.