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Author: Markus Bouziane
Publisher: Springer Science & Business Media
ISBN: 3540770666
Category : Business & Economics
Languages : en
Pages : 207
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Book Description
The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally applicable to exponential-affine jump-diffusion models.
Author: Markus Bouziane
Publisher: Springer Science & Business Media
ISBN: 3540770666
Category : Business & Economics
Languages : en
Pages : 207
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Book Description
The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally applicable to exponential-affine jump-diffusion models.
Author: Narasimhan Jegadeesh
Publisher: John Wiley & Sons
ISBN: 9780471254195
Category : Business & Economics
Languages : en
Pages : 438
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Book Description
Presenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds.
Author:
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Category : Econometrics
Languages : en
Pages : 860
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Book Description
Author: Koji Kusuda
Publisher:
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Category :
Languages : en
Pages : 328
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Category : Economic development
Languages : en
Pages : 964
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Author: Luís Brandão Marques
Publisher: International Monetary Fund
ISBN: 1513570080
Category : Business & Economics
Languages : en
Pages : 84
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Book Description
This paper focuses on negative interest rate policies and covers a broad range of its effects, with a detailed discussion of findings in the academic literature and of broader country experiences.
Author:
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Category : Economics
Languages : en
Pages : 524
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Author: Sylvain Raynes
Publisher: Oxford University Press
ISBN: 0199882363
Category : Business & Economics
Languages : en
Pages : 462
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Book Description
The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.
Author: William Johnson
Publisher: HiTeX Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 450
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Book Description
"Stochastic Calculus for Finance: A Practical Guide" offers an insightful exploration into the mathematical intricacies underpinning modern financial markets. Designed to demystify complex concepts, this comprehensive text bridges rigorous theory with application, crafting a resource that is as invaluable to students embarking on a financial career as it is to seasoned professionals seeking to enrich their analytical toolkit. Through an elegant synthesis of probability theory, stochastic processes, and advanced calculus, readers are introduced to the foundational frameworks that drive market analysis, derivative pricing, and portfolio optimization. This guide stands out by making sophisticated mathematical models accessible, without sacrificing depth or precision. By delving into topics such as Brownian motion, stochastic differential equations, and applications of machine learning, the book equips readers with the tools needed to navigate and innovate in the financial landscape. It elucidates the power of stochastic calculus in shaping strategies and solutions to real-world financial challenges, fostering a nuanced understanding of risk management and asset allocation. With its blend of theoretical insight and practical application, this book promises to be an essential companion for those dedicated to mastering the art and science of finance.
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Category : Electronic journals
Languages : en
Pages : 884
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