Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for academics and practitioners alike." --Sanjiv Ranjan Das Professor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives "Bravo! This is an exhaustive ...
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Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for academics and practitioners alike." --Sanjiv Ranjan Das Professor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives "Bravo! This is an exhaustive analysis of the yield curve dynamics. It is clear, pedagogically impressive, well presented, and to the point." --Nassim Nicholas Taleb author, Dynamic Hedging and The Black Swan "Nawalkha, Beliaeva, and Soto have put together a comprehensive, up-to-date textbook on modern dynamic term structure modeling. It is both accessible and rigorous and should be of tremendous interest to anyone who wants to learn about state-of-the-art fixed income modeling. It provides many numerical examples that will be valuable to readers interested in the practical implementations of these models." --Pierre Collin-Dufresne Associate Professor of Finance, UC Berkeley "The book provides a comprehensive description of the continuous time interest rate models. It serves an important part of the trilogy, useful for financial engineers to grasp the theoretical underpinnings and the practical implementation." --Thomas S. Y. Ho, PHD President, Thomas Ho Company, Ltd, coauthor, The Oxford Guide to Financial Modeling
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Add this copy of Dynamic Term Structure Modeling: the Fixed Income to cart. $62.99, very good condition, Sold by ThriftBooks-Baltimore rated 4.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 2007 by John Wiley & Sons.
Add this copy of Dynamic Term Structure Modeling the Fixed Income to cart. $67.00, very good condition, Sold by Boards and Wraps rated 2.0 out of 5 stars, ships from Baltimore, MD, UNITED STATES, published 2007 by Wiley.
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Seller's Description:
Very Good in Very Good dust jacket. 0471737143. The book and dust jacket both with rubbing and toning overall and minor wear to the edges. Sealed CD in the rear. Interior pages are clean and unmarked. A tight and clean copy. Photos upon request. International shipping billed at cost.; 8vo 8"-9" tall; 683 pages.
Add this copy of Dynamic Term Structure Modeling: the Fixed Income to cart. $110.24, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2007 by Wiley.
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