000			02528 a2200217 4500
005			20180910121509.0
008			180813b xxu||||| |||| 00| 0 eng d
020			_a9781119122203
040			_cIIT Kanpur
041			_aeng
082			_a332 _bV443f
100			_aVasicek, Oldrich Alfons
245			_aFinance, economics, and mathematics _cOldrich Alfons Vasicek ; foreworded by Robert C. Merton
260			_bJohn Wiley and Sons _c2016 _aNew Jersey
300			_axii, 354p
500			_aforeword by Robert C. Merton
520			_aThe 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finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself.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 Explore Vasicek′s insights on topics he helped create Discover his research and ideas that have gone unpublished until now Understand yield curves and the Vasicek model from the source himself Gain a reference collection of some of the most influential work in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.
650			_aMathematics principles
650			_aFinance -- Economics
942			_cBK
999			_c559297 _d559297