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An indispensable working resource for any finance professionals concerned with interest rates and pricing models Modern Interest Rate Markets and Models is the first book to cover …
LIBOR Market Models and Smile: Latest Extensions and their Applications describes the most popular extensions to the LIBOR market model and analyses their most practical behavior …
An Introduction to Numerical and Computational Methods for Derivative Pricing addresses the subject of numerical/computational methods applied to mathematical finance.
One reason for financial crises is investors misusing and misunderstanding exotic products. Proper understanding of exotic structures might have helped. Demystifying Exotic …
A practioner’s guide to quantitative reverse stress testing, featuring advanced solutions for better management of financial risks Whether you manage a portfolio, a business unit …
A market-by-market assessment of corporate bond investing Investing in Corporate Bond Markets in Major Emerging Market Countries provides comprehensive, in-depth information on …
* This book is the first book to cover both the theory and practice of quantitative modelling, looking at these aspects in the overall context of the faster response and tighter …
Your complete guide to mastering basic and advanced techniques for interest rate derivative modeling and pricing Interest rate trading constitutes the largest sector of the world …
Advanced guidance for institutional investors, academics, and researchers on how to manage a portfolio of private capital funds The Art of Commitment Pacing: Engineering …