Problems and Solutions in Mathematical Finance: Interest Rates and Inflation Indexed Derivatives

By Eric Chin, Dian Nel, Sverrir Olafsson, et al.

Your complete guide to mastering basic and advanced techniquesfor interest rate derivative modeling and pricing

Interest rate trading constitutes the largest sector of theworld derivatives market. Interest rate contracts are a much valuedrisk management tool used by the majority of the world's largestcompanies. But interest rate derivative modeling and pricing areextremely challenging tasks, requiring a thorough knowledge andpractical expertise in advanced discrete and continuousmathematical modeling methods-practical knowledge which canonly be gained through extensive problem solving and theapplication of contemporary interest rate tools and models to anarray of market scenarios. Authored by a distinguished team ofquantitative analysts with extensive experience in the field, thissecond volume in the landmark Problems and Solutions inMathematical Finance offers you a quick, painless way toacquire that knowledge and expertise.

The only book offering a problems-and-solutions approach toteaching interest rate and inflation index derivativesmodellingWalks you step-by-step through the theoretical aspects ofinterest rate and inflation indexed derivatives as well as broadrange real-world problemsExtremely practical, it bridges the gap between mathematicaltheory and the everyday reality of the financial marketsAn ideal text for quantitative finance students and anessential go-to resource for busy practitioners looking to refreshtheir knowledge and enhance their practical expertise

• Format: Hardcover
• Language: English
• ISBN: 1119965810
• ISBN13: 9781119965817
• Release Date: January 1991
• Publisher: Wiley
• Length: 416 Pages