foreword by Robert C. Merton

The 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Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself.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Discover his research and ideas that have gone unpublished until now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.