2: Analytical Finance: Volume Ii: The Mathematics Of Interest Rate Derivatives, Markets, Risk And Valuation
- Publish Date: 2017-12-02
- Binding: Paperback
- Author: Jan R. M. Rman
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Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the authors many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Mlardaran University, it provides exhaustive coverage of vanilla and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market application.
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