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Interest Rate Modeling. Volume 3: Products and Risk Management

Table of contents for all three volumes (full details at andersen-piterbarg-book.com)Volume I. Foundations and Vanilla ModelsÂ Â Â Â Â Part I. Foundations Introduction toÂ Arbitrage Pricing Theory Finite Difference MethodsMonte Carlo MethodsFundamentals of Interest Rate ModellingFixed Income Instrum More »

Price : $109.00

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72 Generally appraised score

Score is generated on the basis of amazon average reviews, review likeness, product age, price range, discount of the product.

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Customer Reviews

Reviews about the "Interest Rate Modeling. Volume 3: Products and Risk Management"

The Average Review score is 4.7 on a scale of 5.0. Total 3 reviewers are considered to generate the average review. Some of the new or latest reviews in Business & Investing might be helpful and interesting to you. This average review is fetched by Kirsten Tranter and posted on 24 July

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4 stars

#5 Stars: 2 , #4 Stars: 1 ,

[ 5.0 stars ] "I really find "Interest Rate Modeling" by Leif Andersen and Vladimir Piterbarg not only the best practical guide on interest rates derivatives modeling but also one of the best books on quantitative finance, in general. It is no wonder that many quants supporting asset classes other than interest rates derivatives bought this book as well. It is not only rigorous to ensure good understanding and g ..." Courtesy by Amazon
- The Business & Investing review is genenrated by Marat Kramin which was written on May 27, 2011 Review fetched on August 25, 2013 by Books Central.

[ 4.0 stars ] "I have read the vol 1 and vol 3. This review is for vol 3 only. After reading vol 1 (pls refer to my review for Vol 1) I was very impressed with the theoretical coverage and numerical tips, given by the authors who are probably the best quants on the street. Having this in mind I was expecting the same excitement and detail coverage for a wide range of vol products in vol 3. Now I have briefly fin ..." Courtesy by Amazon
- The Business & Investing review is genenrated by aTrader which was written on January 18, 2011
1 users liked the review and gave their verdict that this review was intuitive enough to select or buy the Business & Investing out of 1 users. Review fetched on August 25, 2013 by Books Central.

[ 5.0 stars ] "This advanced text provides a comprehensive account of the current state-of-the art of financial mathematics with direct application in the field of Interest Rates modeling.The book is accessible to both practitioners of mathematical finance as well as researchers in the field.Written with an exceptional commitment to clarity (a well familiar style for the authors) the book reaches well beyond the ..." Courtesy by Amazon
- The Business & Investing review is genenrated by Mircea Marinescu which was written on September 13, 2010
3 users liked the review and gave their verdict that this review was intuitive enough to select or buy the Business & Investing out of 4 users. Review fetched on August 25, 2013 by Books Central.

Specification

Product Specification
Available	No
Binding	Hardcover
EAN	9780984422128
ISBN	0984422129
IsEligibleForTradeIn	1
Label	Atlantic Financial Press
Manufacturer	Atlantic Financial Press
NumberOfItems	1
NumberOfPages	548
ProductGroup	Book
ProductTypeName	ABIS_BOOK
PublicationDate	2010-08-17
Publisher	Atlantic Financial Press
Studio	Atlantic Financial Press
Title	Interest Rate Modeling. Volume 3: Products and Risk Management

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Interest Rate Modeling. Volume 3: Products and Risk Management

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Score Explained

72 Generally appraised score

Score Graph

Customer Reviews

Reviews about the "Interest Rate Modeling. Volume 3: Products and Risk Management"

The Average Review score is 4.7 on a scale of 5.0. Total 3 reviewers are considered to generate the average review. Some of the new or latest reviews in Business & Investing might be helpful and interesting to you. This average review is fetched by Kirsten Tranter and posted on 24 July

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