cover -- copyright page -- title page -- Contents -- Preface -- To students -- Examples -- Problems -- Special Features -- Coverage -- Second edition -- Financial transactions -- Acknowledgments -- Contacting the authors -- 0 An introduction to the Texas Instruments BA II Plus -- 0.1 CHOOSING A...

Mathematical Interest Theory provides an introduction to how investments grow over time. This is done in a mathematically precise manner. The emphasis is on practical applications that give the reader a concrete understanding of why the various relationships should be true. Among the modern...

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the...

Frontmatter -- Advance Praise for Random Walks in Fixed Income and Foreign Exchange -- Foreword -- Contents -- Preface -- Chapter 1 What Really is the Cross-Currency Basis? -- Chapter 2 XVA and the Cross-Currency Basis -- Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups --...

We work here in the one-factor HW framework and use the predictor-corrector scheme to approximate the Swap Rate dynamics in the Annuity measure resulting in a Markovian type dynamics for the rate. We show that the pricing of Swaptions and CMS products can be done with benefit in speed and...