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 ...
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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 ...
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