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 ne…
Giving readers a firm understanding of key financial concepts and mathematical techniques 'Mastering Financial Calculations' introduces the fundamentals of financial market arithmetic, including co…
Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations, structural change and long memory, controlling downside risk and in…
Updated look at financial modeling and Monte Carlo simulation with software by Oracle Crystal Ball This revised and updated edition of the bestselling book on financial modeling provides the tools …
'Forecasting Volatility in the Financial Markets' assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge…
Financial managers and investment professionals need a solid foundation in finance principles and applications in order to make the best decisions in today's ever-changing financial world. Written …
Banking and Finance on the Internet Mary J. Cronin, Editor Every business day, banks, brokerage houses, and other institutions transfer millions of dollars around the globe at the speed of light. Y…
The introduction of the Euro and the recent explosion of electronic trading have changed the outlook of the foreign exchange market dramatically. This is an easy-to-follow road map for anyone enter…
In recent years, stock investors have led a charmed life. Buoyed by ever rising bull market, they have taken advantage of-and even come to expect- historically unprecedented returns, without paying…
Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as th…