/ Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J.
Name of Publisher, Distributor, etc.
: John Wiley & Sons
Date of Publication, Distribution, etc.
, 2007.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxxvi, 683 p. , ill. , 24 cm. +, 1 CD-ROM (4 3/4 in.)
SERIES
Series Title
(Wiley finance.)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 647-657) and index.
CONTENTS NOTE
Text of Note
A simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model.