Interest rate modeling : theory and practice Second Edition. Edition Wu

This completed downloadable of Interest rate modeling : theory and practice Second Edition. Edition Wu 

Instant downloaded Interest rate modeling : theory and practice Second Edition. Edition Wu pdf docx epub after payment.

Product details:

• ISBN-10: 0815378912
• ISBN-13: 978-08153789147
• Author:  Lixin Wu

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Editionportrays 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

Table of contents:

1. The Basics of Stochastic Calculus

2. The Martingale Representation Theorem

3. Interest Rates and Bonds

4. The Heath-Jarrow-Morton Model

5. Short-Rate Models and Lattice Implementation

6. The LIBOR Market Model

7. Calibration of LIBOR Market Model

8. Volatility and Correlation Adjustments

9. Affine Term Structure Models

10. The Market Model for Inflation-Rate Derivatives.

11. Levy Market Model

12. Market Model for Inflation Derivatives Modeling

13. Market Model for Credit Derivatives

14. Dual-Curve Market Models for Post-Crisis Interest Rate Derivatives Markets

15. xVA Definition, Evaluation and Risk Management

People also search:

piterbarg interest rate modeling

interest rate modeling andersen piterbarg pdf

lixin wu interest rate modeling

an elementary introduction to stochastic interest rate modeling