£51.51

Oxford University Press Fixed Income Modelling

Name: Fixed Income Modelling
Brand: Oxford University Press
Price: 51.51 GBP
Availability: InStock

Modelling

This is the usual price. Wait for it to drop, or tell us your number.

£52 today · usual range £19–£53 · best ever £19

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 78 days · 78 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 78 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £53 (47 days, 60.3%)

Price range: £19 - £53

Price levels: 3 different prices over 78 days

Description

Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations between those securities. The book presents and compares the classical affine models, Heath-Jarrow-Morton models, and LIBOR market models, and demonstrates how to apply those models for the pricing of various widely traded fixed income securities. It offers a balanced presentation with both formal mathematical modelling and economic intuition and understanding. The book has a number of distinctive features including a thorough and accessible introduction to stochastic processes and the stochastic calculus needed for the modern financial modelling approach used in the book, as well as a separate chapter that explains how the term structure of interest rates relates to macro-economic variables and to what extent the concrete interest rate models are founded in general economic theory. The book focuses on the most widely used models and the main fixed income securities, instead of trying to cover all the many specialized models and the countless exotic real-life products. The in-depth explanation of the main pricing principles, techniques, and models as well as their application to the most important types of securities will enable the reader to understand and apply other models and price other securities. The book includes chapters on interest rate risk management, credit risk, mortgage-backed securities, and relevant numerical techniques. Each chapter concludes with a number of exercises of varying complexity. Suitable for MSc students specializing in finance and economics, quantitatively oriented MBA students, and first- or second-year PhD students, this book will also be a useful reference for researchers and finance professionals and can be used in specialized courses on fixed income or broader courses on derivatives.

Product Specifications

Brand: Oxford University Press
Format: paperback
ASIN: 0198716443
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Modelling
Domain: Amazon UK
Release Date: 15 March 2015
Listed Since: 13 May 2014

Barcode

No barcode data available

Oxford University Press Fixed Income Modelling

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Bond Market Securities (Financial Times Series)

Fixed Income Analytics: State-of-the-art Debt Analysis and Valuation Modelling

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments

Derivative Securities and Difference Methods (Springer Finance)

Derivatives and Internal Models (Finance and Capital Markets Series)

Financial Products: An Introduction Using Mathematics and Excel

Optimal Statistical Inference in Financial Engineering

Financial Market Analytics

High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)

Introductory Stochastic Analysis for Finance and Insurance (Wiley Series in Probability and Statistics)

An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models (Springer Texts in Business and Economics)

Risk Management and Simulation

Derivative Securities and Difference Methods (Springer Finance)

Principles of Financial Economics

Mathematical Modeling

Topics in Numerical Methods for Finance: 19 (Springer Proceedings in Mathematics & Statistics, 19)

Mathematics Of Computational Finance

Derivatives and Internal Models (Finance and Capital Markets Series)

Risk Management, Speculation, and Derivative Securities

Managing Illiquid Assets: Perspectives and Challenges

Market Risk and Financial Markets Modeling

Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

Derivatives

Parameter Estimation in Fractional Diffusion Models: 8 (Bocconi & Springer Series, 8)