{"id":5801,"date":"2020-02-15T13:44:33","date_gmt":"2020-02-15T06:44:33","guid":{"rendered":"http:\/\/stang.sc.mahidol.ac.th\/newresources\/?p=5801"},"modified":"2020-02-15T13:44:33","modified_gmt":"2020-02-15T06:44:33","slug":"interest-rate-modeling-theory-and-practice","status":"publish","type":"post","link":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/?p=5801","title":{"rendered":"Interest rate modeling : theory and practice"},"content":{"rendered":"<p><a href=\"https:\/\/library.mahidol.ac.th\/record=b1494307a\" target=\"_blank\" rel=\"noopener noreferrer\"><img loading=\"lazy\" decoding=\"async\" class=\"alignleft wp-image-5727 size-medium\" src=\"http:\/\/stang.sc.mahidol.ac.th\/newresources\/wp-content\/uploads\/2020\/02\/66684-189x300.jpg\" alt=\"\" width=\"189\" height=\"300\" \/><\/a><\/p>\n<p><strong>AUTHOR<\/strong> :\u00a0 Wu, Lixin, 1961-<\/p>\n<p><strong>CALL NO<\/strong> :\u00a0 HG6024.5 W959i 2019<\/p>\n<p><strong>IMPRINT<\/strong> :\u00a0\u00a0 Boca Raton, Fla : CRC Press, c2019<!--more--><\/p>\n<p>Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods.<\/p>\n<p>Features<\/p>\n<ul>\n<li>Presents a complete cycle of model construction and applications, showing readers how to build and use models<\/li>\n<li>Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments<\/li>\n<li>Contains exercise sets and a number of examples, with many based on real market data<\/li>\n<li>Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment<\/li>\n<li>New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA.<\/li>\n<\/ul>\n<p>Source :\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <a href=\"https:\/\/www.crcpress.com\/Interest-Rate-Modeling-Theory-and-Practice-Second-Edition\/Wu\/p\/book\/9780815378914\">https:\/\/www.crcpress.com\/Interest-Rate-Modeling-Theory-and-Practice-Second-Edition\/Wu\/p\/book\/9780815378914<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>AUTHOR :\u00a0 Wu, Lixin, 1961- CALL NO :\u00a0 HG6024.5 W959i 2019 IMPRINT :\u00a0\u00a0 Boca Raton, Fla : CRC Press, c2019<\/p>\n","protected":false},"author":1,"featured_media":5727,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[1468],"class_list":["post-5801","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-new-book-releases","tag-interest-rates"],"_links":{"self":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts\/5801","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=5801"}],"version-history":[{"count":1,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts\/5801\/revisions"}],"predecessor-version":[{"id":5802,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts\/5801\/revisions\/5802"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/media\/5727"}],"wp:attachment":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=5801"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=5801"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=5801"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}