Implementing Models in Quantitative Finance: Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. ...
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Interest Rate Models - Theory and Practice
The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
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Interest Rate Models - Theory and Practice
The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Weiterlesen
Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
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Semiparametric Modeling of Implied Volatility
This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Weiterlesen
