The 2nd edition of this successful book has several new features. The
calibration discussion of the basic LIBOR market model has been enriched
considerably, with an analysis of the impact of the swaptions
interpolation... more
Grant had the good fortune to start a newsletter titled Grant's Interest
Rate Observer ten years ago, at the beginning of a historic decline in
interest rates that continues through this year. Thus, with the benefit... more
Now updated to reflect the changing environment of business finance,
this book includes new material on life insurance, life annuities and
more. Students learn how to master effective problem-solving techniques
with 1,224... more
Leading a meeting? giving a presentation? Heading a workshop? Icebreakers
are great for lightening up the atmosphere at the beginning of a meeting
or event, and encouraging everyone to participate fully. This collection... more
Credit scoring is one of the most successful application of statistical and
management science techniques in finance in the last forty years. This
unique collection of recent papers, with comments by experts in... more