Overall this book provides an excellent summary of the state of knowledge of term structure modelling. It combines a solid academic background with the practical experience of someone who works in the financial sector. Alan White and John Hull, A-J Financial Systems, Canada <P>The modelling of exoti
Interest-rate option models
β Scribed by Riccardo Rebonato
- Publisher
- Wiley
- Year
- 1998
- Tongue
- English
- Leaves
- 281
- Series
- Wiley Series in Financial Engineering
- Edition
- 2 Sub
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of
<DIV><DIV>This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned βon the job,β Jarrow is more concerned wi
Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could eas
<p><p><p><p><b><em>Modeling Fixed Income Securities and Interest Rate Options, Third Edition</em> </b>presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond mark