000 | 03203cam a2200553Ki 4500 | ||
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001 | 9781351227421 | ||
003 | FlBoTFG | ||
005 | 20220509193119.0 | ||
006 | m o d | ||
007 | cr cnu---unuuu | ||
008 | 190314s2019 flu ob 001 0 eng d | ||
040 |
_aOCoLC-P _beng _erda _epn _cOCoLC-P |
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020 |
_a9781351227421 _q(electronic bk.) |
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020 |
_a1351227424 _q(electronic bk.) |
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020 |
_a9781351227407 _q(electronic bk. : EPUB) |
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020 |
_a1351227408 _q(electronic bk. : EPUB) |
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020 |
_a9781351227391 _q(electronic bk. : Mobipocket) |
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020 |
_a1351227394 _q(electronic bk. : Mobipocket) |
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020 |
_a9781351227414 _q(electronic bk. : PDF) |
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020 |
_a1351227416 _q(electronic bk. : PDF) |
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020 | _z9780815378914 | ||
020 | _z0815378912 | ||
024 | 8 |
_a10.1201/9781351227421 _2doi |
|
035 | _a(OCoLC)1089835806 | ||
035 | _a(OCoLC-P)1089835806 | ||
050 | 4 |
_aHG6024.5 _b.W82 2019eb |
|
072 | 7 |
_aMAT _x000000 _2bisacsh |
|
072 | 7 |
_aBUS _x027000 _2bisacsh |
|
072 | 7 |
_aMAT _x029000 _2bisacsh |
|
072 | 7 |
_aPBW _2bicssc |
|
082 | 0 | 4 |
_a332.801/5195 _223 |
100 | 1 |
_aWu, Lixin, _d1961- _eauthor. |
|
245 | 1 | 0 |
_aInterest rate modeling : _btheory and practice / _cLixin Wu. |
250 | _aSecond edition. | ||
264 | 1 |
_aBoca Raton, Florida : _bCRC Press, _c[2019] |
|
300 | _a1 online resource. | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
||
490 | 0 | _aChapman & Hall/CRC financial mathematics series | |
520 | _aContaining many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA. | ||
588 | _aOCLC-licensed vendor bibliographic record. | ||
650 | 0 |
_aInterest rates _xMathematical models. |
|
650 | 0 |
_aInterest rate futures _xMathematical models. |
|
650 | 7 |
_aMATHEMATICS / General _2bisacsh |
|
650 | 7 |
_aBUSINESS & ECONOMICS / Finance _2bisacsh |
|
650 | 7 |
_aMATHEMATICS / Probability & Statistics / General _2bisacsh |
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856 | 4 | 0 |
_3Taylor & Francis _uhttps://www.taylorfrancis.com/books/9781351227421 |
856 | 4 | 2 |
_3OCLC metadata license agreement _uhttp://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
999 |
_c130147 _d130147 |