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finance economics mathematics

Type:: E-books
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Size:: 14.5 MB
Uploaded On:: June 10, 2019, 3:20 p.m.
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Info Hash:: 48042D4393E23287A9EF236FFC7704EF1EE1FFB1

Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge research in the finance fields, and this book comes straight from the source to bring you the undiluted mother lode of quant wisdom from one of the founders of the field. From his early work in yield curve dynamics, to the mean-reverting short-rate model, to his thoughts on derivatives pricing, to his work on credit risk, to his most recent research on the economics of interest rates, this book represents the life’s work of an industry leader. Going beyond the papers, you’ll also find the more personal side inspirational as Vasicek talks about the academics and professionals who made lasting impressions and collaborated, debated, and ultimately helped spawn some of his greatest thinking

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finance economics mathematics

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