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| 23. |
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Understanding Interest Rate Swaps
by Mary S. Ludwig
Manufacturer: McGraw-Hill |
List Price: $49.95
Our Price: $18.15
You Save: $ 31.80 (64%)
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Summary: Me thinks some reviewers protest too much
Content: This book has been damned for being too simplistic, therefore consign it to the trash cart, or so we are expected to do. But given the relative novelty of these financial products simplicity in the best sense of word could be seen as a virtue in any work dealing ...
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| 25. |
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Interest Rate Models: An Introduction
by Andrew J. G. Cairns
Manufacturer: Princeton University Press |
List Price: $49.95
Our Price: $32.23
You Save: $ 17.72 (35%)
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Summary: Good intro on short-rate models and forward/LIBOR-rate models
Content: The book assumes that you've done some stochastic analysis courses before. You need to be familiar with Girsanov's theorem (change of measure) and some PDE theories (Feynman-Kac) to better understand the materials. The book starts with the introduction of ...
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| 26. |
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Efficient Methods for Valuing Interest Rate Derivatives
by Antoon Pelsser
Manufacturer: Springer |
List Price: $99.00
Our Price: $59.50
You Save: $ 39.50 (40%)
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Summary: Finally... a road map to interest rate models!!!
Content: I had a strong background in equity derivative models but found the leap to interest rate models difficult. What are the relationships between short rates, forward rates, and term structure? How do assumptions translate into restrictions on our ability to ...
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| 27. |
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Mathematics of Interest Rates, Insurance, Social Security, and Pensions
by Robert Muksian
Manufacturer: Prentice Hall |
List Price: $111.00
Our Price: $111.00
You Save: $ (%)
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Summary: Concise superior textbook for financial planners and actuaries
Content: Excellent coverage of mathematics of finance for accounting, finance, and actuary students. A literate investor would enjoy reading it also. No math beyond high school algebra required, however it goes into more depth on time-value-of-money concepts than the ...
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| 30. |
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Valuation of Interest Rate Swaps and Swaptions
by Gerald W. Buetow
Manufacturer: Wiley |
List Price: $80.00
Our Price: $40.00
You Save: $ 40.00 (50%)
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Summary: mistakes mistakes mistakes
Content: Differences between the mathematical examples shown and what's written in the accompanying text seem to be a trademark of Fabozzi books. This book is no exception. There were mistakes from the very beginning and, though I am currently only halfway through ...
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