Fixed Income Quantitative Analytics (Paperback)

Lingua: inglese

Editore: Independently Published, 2026

9798186760245

Da: CitiRetail, Stevenage, Regno UnitoCitiRetail

Venditore con 5 stelle

Venditore AbeBooks dal 29 giugno 2022

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Paperback. Reactive PublishingBridge the gap between financial theory and quantitative execution with this practical guide to fixed-income modeling using Python.Modern fixed-income markets demand a rigorous approach to valuation, risk management, and derivative pricing. Fixed Income Quantitative Analytics provides a comprehensive framework for software architects, data scientists, and financial engineers looking to build robust, production-ready valuation engines from scratch.This book strips away the mathematical abstraction to deliver clear, step-by-step implementations of core quantitative concepts. By combining advanced financial engineering principles with clean, object-oriented Python code, you will learn how to design flexible architecture capable of handling complex market data and volatile rate environments.Inside, you will explore the core pillars of fixed-income engineering: Foundations of Analytics: Master the mechanics of bootstrapping yield curves, constructing discount factors, and handling day-count conventions with precision.Term Structure Modeling: Implement and calibrate industry-standard frameworks, including the Vasicek, Cox-Ingersoll-Ross (CIR), and Hull-White models.Interest Rate Derivatives: Code pricing engines for vanilla instruments, swaps, swaptions, caps, and floors using both analytical formulas and numerical methods.Numerical Methods and Simulation: Deploy Monte Carlo simulations and finite difference methods to price path-dependent structures and measure risk sensitivities (the Greeks).Whether you are looking to refine your quantitative development skills or transition traditional financial models into scalable code, this book serves as an engineering blueprint for modern interest rate analytics. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Codice articolo 9798186760245

Titolo
Fixed Income Quantitative Analytics (Paperback)
Autore
Danny Munrow
Editore
Independently Published
Anno di pubblicazione
2026
Condizione
new
Rilegatura
Paperback
Lingua
inglese
ISBN 13
9798186760245

CitiRetail

Stevenage, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 29 giugno 2022

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 7 a 14 giorni lavorativiDa 7 a 60 giorni lavorativi
Primo articoloEUR 43,65EUR 43,65
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