Torrent details for "Wu L. Interest Rate Modeling. Theory and Practice 3ed 2025" Log in to bookmark
Controls:
×
Report Torrent
Please select a reason for reporting this torrent:
Your report will be reviewed by our moderation team.
×
Report Information
Loading report information...
This torrent has been reported 0 times.
Report Summary:
| User | Reason | Date |
|---|
Failed to load report information.
×
Success
Your report has been submitted successfully.
Checked by:
Category:
Language:
None
Total Size:
6.3 MB
Info Hash:
B46776DDB7C18BDC41112BCFCAA0085C0C5B2E83
Added By:
Added:
April 22, 2026, 6:15 a.m.
Stats:
|
(Last updated: April 22, 2026, 6:19 a.m.)
| File | Size |
|---|---|
| Wu L. Interest Rate Modeling. Theory and Practice 3ed 2025.pdf | 6.3 MB |
Name
DL
Uploader
Size
S/L
Added
-
10.1 MB
[25
/
0]
2023-07-01
| Uploaded by indexFroggy | Size 10.1 MB | Health [ 25 /0 ] | Added 2023-07-01 |
NOTE
SOURCE: Wu L. Interest Rate Modeling. Theory and Practice 3ed 2025
-----------------------------------------------------------------------------------
COVER
-----------------------------------------------------------------------------------
MEDIAINFO
Textbook in PDF format Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility smiles and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the Third edition Introduction of Fed fund market and Fed fund futures Replacement of the forward-looking USD LIBOR by the backward-looking SOFR term rates in the market model, and the deletion of dual-curve market model developed especially for the post-crisis derivatives markets New chapters on LIBOR Transition and SOFR Derivatives Markets Read less
×