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Finance, economics, and mathematics /
The compiled works of the man behind the evolution of quantitative finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge research in...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2016]
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | The compiled works of the man behind the evolution of quantitative finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge research in the finance fields, and this book comes straight from the source to bring you the undiluted mother lode of quant wisdom from one of the founders of the field. From his early work in yield curve dynamics, to the mean-reverting short-rate model, to his thoughts on derivatives pricing, to his work on credit risk, to his most recent research on the economics of interest rates, this book represents the life's work of an industry leader. Going beyond the papers, you'll also find the more personal side inspirational as Vasicek talks about the academics and professionals who made lasting impressions and collaborated, debated, and ultimately helped spawn some of his greatest thinking. Oldrich Vasicek has won virtually every important award and prize for his groundbreaking research in quantitative finance. You've followed his work for years; this book puts it all in a single volume to give you the definitive reference you'll turn to again and again. Explore Vasicek's insights on topics he helped create Discover his research and ideas that have gone unpublished--until now Understand yield curves and the Vasicek model from the source himself Gain a reference collection of some of the most influential work in quantitative finance Vasicek's research is the foundation of one of the most important innovations in finance. Quants around the world have been influenced by his ideas, and his status as thought leader is cemented in the annals of finance history. Finance, Economics, and Mathematics is the definitive Vasicek reference every finance professional needs. |
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| Notas: | Includes index. |
| Descripción Física: | 1 online resource (xii, 354 pages) |
| Bibliografía: | ReferencesChapter 7: The Liquidity Premium; References; Chapter 8: Term Structure Modeling Using Exponential Splines; Introduction; Concepts and Terms; The Model; References; Chapter 9: The Heath, Jarrow, Morton Model; References; Part Three: General Equilibrium; Chapter 10: Introduction to Part III; Chapter 11: The Economics of Interest Rates; Abstract; Introduction; Optimal Investment Strategies; The Equilibrium Economy; Examples; Term Structure Models; Conclusions; References; Chapter 12: General Equilibrium with Heterogeneous Participants and Discrete Consumption Times; Abstract. |
| ISBN: | 9781119186205 111918620X 9781119186229 1119186226 9781119186212 1119186218 |