Interest Rate Modeling: Theory and Practice 2nd Edition PDF ebook

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2nd Edition PDF ebook by author Lixin Wu published by CRC Press in 2019 and save up to 80%  compared to the print version of this textbook. With PDF version of this textbook, not only save you money, you can also highlight, add text, underline add post-it notes, bookmarks to pages, instantly search for the major terms or chapter titles, etc.
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eBook Details:

Full title: Interest Rate Modeling: Theory and Practice
2nd Edition
Edition: 2nd
Copyright year: 2019
Publisher: CRC Press
Author: Lixin Wu
ISBN: 9781351227421, 9781351227407
Format: PDF

Description of Interest Rate Modeling: Theory and Practice
2nd Edition:
Containing 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 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.

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