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Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation
Jan R. M. Roman
€ 116.36
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Description for Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation
Paperback. Num Pages: 178 black & white illustrations, biography. BIC Classification: KF; KFF; KJM. Category: (P) Professional & Vocational. Dimension: 235 x 155. .
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 Malardalen 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: * Date arithmetic's, quote types of interest rate instruments * The interbank market and reference rates, including negative rates* ... Read more
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 Malardalen 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: * Date arithmetic's, quote types of interest rate instruments * The interbank market and reference rates, including negative rates* ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2017
Condition
New
Number of Pages
728
Place of Publication
Cham, Switzerland
ISBN
9783319525839
SKU
V9783319525839
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Jan R. M. Roman
Jan Roman is Financial Engineer in the Quantitative Risk Modelling Group at Swedbank Robur Funds, where he specializes in risk model validation, focusing on all inputs to front office systems including interest rates and volatility structures. He has over 16 years financial markets experience mostly in financial modeling and valuation in derivatives environments. He has held positions as Head ... Read more
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