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About this product
- DescriptionPortrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. This title introduces different models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods.
- Author BiographyLixin Wu is an associate professor at the Hong Kong University of Science and Technology. Best known in the financial engineering community for his work on market models, Dr. Wu co-developed the PDE model for soft barrier options and the finite-state Markov model for credit contagion.
- Author(s)Lixin Wu
- PublisherTaylor & Francis Ltd
- Date of Publication15/04/2009
- GenreBusiness, Accounting & Vocational: Textbooks & Study Guides
- Series TitleChapman & Hall/CRC Financial Mathematics Series
- Series Part/Volume Numberv. 15
- Country of PublicationUnited States
- ImprintChapman & Hall/CRC
- Content Note65 black & white illustrations, 19 black & white tables
- Weight635 g
- Width156 mm
- Height234 mm
- Spine23 mm
- Series Edited byM. A. H. Dempster,Dilip B. Madan,Rama Cont
- Format DetailsUnsewn / adhesive bound
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