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Finance, Economics, and Mathematics (Hardcover) (ISBN-13: 9781119122203)
Vendor:
Oldrich A. Vasicek
Product type:
Books
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Description
xThe compiled works of the man behind the evolution of quantitative finance
Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself.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.
Oldrich Vasicek has won virtually every important award and prize for his groundbreaking research in quantitative finance. You've followed his work for years; this book puts it all in a single volume to give you the definitive reference you'll turn to again and again.
- Explore Vasicek's insights on topics he helped create
- Discover his research and ideas that have gone unpublished--until now
- Understand yield curves and the Vasicek model from the source himself
- Gain a reference collection of some of the most influential work in quantitative finance
Vasicek's research is the foundation of one of the most important innovations in finance. Quants around the world have been influenced by his ideas, and his status as thought leader is cemented in the annals of finance history. Finance, Economics, and Mathematics is the definitive Vasicek reference every finance professional needs.
Author: Oldrich A. Vasicek
ISBN-10: 1119122201
ISBN-13: 9781119122203
Publisher: Wiley
Language: English
Published: 12/14/2015
Pages: 368
Format: Hardcover
Weight: 1.25lbs
Size: 9.00h x 6.10w x 1.30d
By Oldrich A. Vasicek
xOLDRICH ALFONS VASICEK works in mathematical finance, particularly on the development of quantitative models of firms, financial instruments, and financial markets. He was a founding partner of KMV Corporation, a firm pioneering the use of structural models for credit valuation. He is an inductee into the Derivatives Strategy Hall of Fame, the Fixed Income Analysts Society Hall of Fame, and the Risk Magazine Hall of Fame.
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