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Modern Interest Rate Markets and Models
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 …
Hybrid Derivatives
In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in the view that they will shortly become as lucrative as standard interest-rate …
LIBOR Market Models and Smile
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 …
Quantitative Active Portfolio Management
A new framework for active portfolio management Quantitative Active Portfolio Management analyzes modern active management practice, supporting some methods and debunking others. …
Credit Risk Model Validation and Monitoring Methods
* Credit Risk Model Validation and Monitoring Methods provides a one-stop guide to the latest validation and monitoring techniques.
Understanding Credit Derivatives
* The credit derivatives market has been growing exponentially for the last few years and will continue to do so. * A feature of these products is that they are complex and not …
Numerical and Computational Methods for Derivative Pricing
An Introduction to Numerical and Computational Methods for Derivative Pricing addresses the subject of numerical/computational methods applied to mathematical finance.
Multi–Asset Equity Derivatives
Implementing Payoff Description Languages
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Principles of Carbon Finance
A comprehensive guide to the complex world of carbon finance, presenting the financial opportunities and challenges in a carbon-constrained world Carbon finance is a very complex …
Foreign Exchange Reserves Management
Demystifying Exotic Products
One reason for financial crises is investors misusing and misunderstanding exotic products. Proper understanding of exotic structures might have helped. Demystifying Exotic …