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Beliaeva, Natalia A.

Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM

Beliaeva, Natalia A. - Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM, ebook

94,30€

Ebook, PDF with Adobe DRM
ISBN: 9780470140062
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Printing192 pages with an additional page accrued every 4 hours, capped at 192 pages
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Praise for Dynamic Term Structure Modeling

"This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for academics and practitioners alike."

--Sanjiv Ranjan Das

Professor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives

"Bravo! This is an exhaustive analysis of the yield curve dynamics. It is clear, pedagogically impressive, well presented, and to the point."

--Nassim Nicholas Taleb

author, Dynamic Hedging and The Black Swan

"Nawalkha, Beliaeva, and Soto have put together a comprehensive, up-to-date textbook on modern dynamic term structure modeling. It is both accessible and rigorous and should be of tremendous interest to anyone who wants to learn about state-of-the-art fixed income modeling. It provides many numerical examples that will be valuable to readers interested in the practical implementations of these models."

--Pierre Collin-Dufresne

Associate Professor of Finance, UC Berkeley

"The book provides a comprehensive description of the continuous time interest rate models. It serves an important part of the trilogy, useful for financial engineers to grasp the theoretical underpinnings and the practical implementation."

--Thomas S. Y. Ho, PHD

President, Thomas Ho Company, Ltd, coauthor, The Oxford Guide to Financial Modeling

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2007
Language
en
Edition
1
Series
Wiley Finance
Page amount
640 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470140062
Printed ISBN
9780471737148

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