This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors' combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real world applications of mathematical finance. 
Features: <ul>
<li>detailed coverage of interest rate derivatives, from 'vanilla' instruments through to many of the more exotic products currently being traded</li> <li>overview of popular term structure models along with their relationships to each other (including Heath-Jarrow-Morton, short rate models and the latest market models)</li> <li>explanation of numeraires as a modelling and pricing tool</li> <li>pricing models for constant maturity swaps and other convexity products</li> <li>models and efficient algorithms for path-dependent and Bermudan swaptions</li> <li>insights into how to go about pricing products beyond those treated in the text</li> <li>accessible yet rigorous treatment of the stochastic calculus required for option pricing</li> </ul>

Financial Derivatives in Theory and Practice

Business & Money

Kennedy, J. E.

Hunt, P. J.

Economics

wiley

A world on the brink . . . but what savage intelligence lurks behind the chaos?After a devastating financial collapse, life in the American Homeland is a daily struggle. The new currency depreciates by the day, the food is rationed, and desperate gangs roam the city streets. Hatch Doran and his friends keep their noses above water by brokering antiques around New York City. It was a good business when everyone needed ready cash. Now the trade is slowing down. But Hatch never gives up. He may be broke and short of food, but he's been in desperate straits before. And when he is offered an enormous fee to deliver a prehistoric artifact, he sees his fortunes turning around. The mysterious and beautiful artifact, however, begins to exercise a strange hold over Hatch, disorienting him and opening doors to the shattering events of his past. He becomes obsessed, and fears he may be losing his mind.Thomas Dartham, a retired army colonel, works for the Group, the most powerful and dangerous organization in the world. The Group wants the artifact, and Dartham, a man who does not fail in his duty, intends to get it. But Dartham uncovers a shocking secret about his superiors, and the horrifying hold they have over the entire world. Hatch doesn't know about Dartham or the ravenous evil Dartham's organization has unleashed. He has no idea that he has wandered into a battle of cosmic proportions. And he hasn't figured out that his life is in grave danger. Yet.The Azazel Syndrome - First of a Series

The Azazel Syndrome

Science Fiction & Fantasy

Science Fiction

Adrestia Publishing, LLC

See the best price to sell, buy, or rent books by Kennedy, J. E.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Kennedy, J. E.