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DYNAMIC TERM STRUCTURE MODELING: THE FIXED INCOME VALUATION COURSE

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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

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Availability

10000774

332.0151923 NAW d

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Sanjay K. Nawalkha

Call Number

332.0151923 NAW d

Publisher

New Jersey : John Wiley & Sons., 2007

Collation

xxxvi, 683 p. : ill ; 23cm.

Language

English

ISBN/ISSN

978-0-471-73714-8

Classification

332.0151923

Content Type

-

Edition

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Subject(s)

Buku Umum
Business Finance
Business Investments
Economics

Specific Detail Info

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