Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation
Jan R. M. Röman (auth.)Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Mälardalen University, it provides exhaustive coverage of vanilla and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market application.
Coverage includes:
Thể loại:
Năm:
2017
In lần thứ:
1
Nhà xuát bản:
Palgrave Macmillan
Ngôn ngữ:
english
Trang:
741
ISBN 10:
3319525840
ISBN 13:
9783319525846
File:
PDF, 22.42 MB
IPFS:
,
english, 2017
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