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Book synopsis

Your complete guide to mastering basic and advanced techniques for interest rate derivative modeling and pricing Interest rate trading constitutes the largest sector of the world derivatives market. Interest rate contracts are a much valued risk management tool used by the majority of the world's largest companies. But interest rate derivative modeling and pricing are extremely challenging tasks, requiring a thorough knowledge and practical expertise in advanced discrete and continuous mathematical modeling methods--practical knowledge which can only be gained through extensive problem solving and the application of contemporary interest rate tools and models to an array of market scenarios. Authored by a distinguished team of quantitative analysts with extensive experience in the field, this second volume in the landmark Problems and Solutions in Mathematical Finance offers you a quick, painless way to acquire that knowledge and expertise. The only book offering a problems-and-solutions approach to teaching interest rate and inflation index derivatives modelling Walks you step-by-step through the theoretical aspects of interest rate and inflation indexed derivatives as well as broad range real-world problems Extremely practical, it bridges the gap between mathematical theory and the everyday reality of the financial markets An ideal text for quantitative finance students and an essential go-to resource for busy practitioners looking to refresh their knowledge and enhance their practical expertise

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Problems and Solutions in Mathematical Finance
• Author: Eric Chin
• Language: English
• Binding: Hardback
• Number of pages: 416
• EAN: 9781119965817
• ISBN: 1119965810
• ID: 02099096
• Publisher: John Wiley & Sons Inc
• Dimensions: 244 × 170 mm
• Date of publishing: 26. February 2016

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