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Robust Libor Modelling and Pricing of Derivative Products

mathematical theory on interest rate modelling, Robust Libor Modelling and Pricing of Derivative Products introduces the author's new approaches and;

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Weather Derivative Valuation

that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the;

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Weather Derivative Valuation

that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the;

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Derivatives Pricing and Modeling

or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new;

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Nonlinear Economic Dynamics and Financial Modelling

-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives;

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Copula Methods in Finance

explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main;

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Discounting, LIBOR, CVA and Funding

Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book;

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Derivatives Essentials

practitioners including the rights and obligations, terms and conventions, opportunities and exposures, trading, motivation, sensitivities, pricing, and;

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Theory of Financial Risk and Derivative Pricing

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate;

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Theory of Financial Risk and Derivative Pricing

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate;

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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide

systems and building the appropriate architecture that would allow the computation and pricing of credit exposure for all types of pr- ucts, to;

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Modelling, Pricing, And Hedging Counterparty Credit Exposure

systems and building the appropriate architecture that would allow the computation and pricing of credit exposure for all types of pr- ucts, to;

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Mathematical Finance

of the pricing algorithms is necessary. Mathematical Finance is the first book to harmonize the theory, modeling, and implementation of today's;

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The LIBOR Market Model in Practice

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate;

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A Course in Derivative Securities: Introduction to Theory and Computation

Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines;

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Derivative Security Pricing

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the;

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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling

in practice. Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex;

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Manufacturing and Managing Customer-Driven Derivatives

. This authoritative text offers up-to-date knowledge and practices across a broad range of topics that address the entire manufacturing, pricing;

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Financial Modelling in Commodity Markets

, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio;

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Financial Modelling in Commodity Markets

, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio;

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Libor Market Model

. The goal of this book is to examine the Libor Market Model theoretically and apply it practically to the pricing of standard caps, discrete;

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Pricing Derivative Securities (2nd Edition)

interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement;

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Pricing Derivative Securities (2nd Edition)

interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement;

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Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)

LIBOR and swap rates, which are presented in the HJM and BGM frameworks. The pricing and hedging of interest rate and fixed income derivatives;

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Derivative Pricing

of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential;

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Derivative Pricing

of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential;

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A Factor Model Approach to Derivative Pricing

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing;

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