Discover millions of ebooks, audiobooks, and so much more with a free trial

Only $11.99/month after trial. Cancel anytime.

Finance, Economics, and Mathematics
Finance, Economics, and Mathematics
Finance, Economics, and Mathematics
Ebook585 pages5 hours

Finance, Economics, and Mathematics

Rating: 0 out of 5 stars

()

Read preview

About this ebook

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Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself.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  • Discover his research and ideas that have gone unpublished—until now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

LanguageEnglish
PublisherWiley
Release dateNov 24, 2015
ISBN9781119186205
Finance, Economics, and Mathematics

Related to Finance, Economics, and Mathematics

Related ebooks

Finance & Money Management For You

View More

Related articles

Reviews for Finance, Economics, and Mathematics

Rating: 0 out of 5 stars
0 ratings

0 ratings0 reviews

What did you think?

Tap to rate

Review must be at least 10 words

    Book preview

    Finance, Economics, and Mathematics - Oldrich A. Vasicek

    -BHdbook_preview_excerpt.html}˒GdbH*K2I=J-9,JY$ TL(#@U,{1?1=GKqH(MϘuH'_|_oxt~XMSkw(s}^\MW򬸬su:+xݗEUYmho\3+~p;w8CݗkP ˦bWv}Ѯ~Cã˲mSlCp2]VU"m'yyw[E8mgE}W6a~Umݺp[]L>ZnJSYϊݦۥ7뙌l ˲i'yWo\ɋ>.ݮ/Jl䡩\W\X3;?r~>+VG铧Op؟ݢ(bߟ- O۳upA4&֌]eDzu)J<3Wx}x/];+Ο?U>y>z~qa>;n}/_n~Cu·ḖcY|i}˅}xƇe]LN>d獼PU'l*SbS޺b`6΋}` A|vv#hۛ~*&T޸iiAJE0;1(rryOeډ.D\\M?4^WQ#5^V -O4`Խ |ϱ*%ݎ_u)z3t;Bϲs%TqenP.LpTf<+U~[/&ŢKшr^_> ^ ۈIڡYv.iU貸]9j=^ۺ,4+I97"hLixnu0P?;ĆBܢ*ډfYpBUCp+_AgV.;Fg_"Z|'C9D(ru"~nӋۧ)vUR/z=HЁm.Eà:+þ\Ϟ*> ?={4c#}*QZ:gACةcc #\Q)7Wn+ۺg((S]]eogWc-4-Nr4UέP|){ 7xȯE\ǁXmb0b_17u[V:bZ s 3>+i[5+϶e֋ygyͣ/ؒ_EWvܵ(Af.CCoyS⧏?_Z>z?珞>{,~bx_7/MY&_],>'*f-0M-H}+6v'aTITT iU5ڕVu]*ޖ =بGnz7rkXNhJYV²xڔ _JZ;RV#({l#~GDO= W`Y s%jPUnIteB5do:2Z \D$<2^B%Ph|\d^ (dXJVq8KIG;&ץ!$K̋JU%-`0C6Xd*MCBL71?D7o߷ 'W~fK4SiCg|{ƎM[׺e׾xL2Kwr(pҍPrS^C  L #&C3ݴ"BN{$dX۔N'J!-ʯP%SEՏ/}TKz"jq77%ogX]/7~/Y[jpL_-#/sU(YZuv}&a_6h:}{ヂ]bV>C+wvXwTMEpCl-x78$vT'Ş`D}'JVa75`>7|4%>ǖGS&.=Bͷ6bMYD8jF-pS>BI˺E̺d髡xCGlQ}0b uMbc`Yv|@`;Bwyqqx; k6 hUe[ia`n a y.v?H<,F:"ĦawLD Gx%4,sy$/b1 fW$D=+9x>!.Ţ$Nt& m7 L!E){\K{p &Q,=,a#:5:EYRq,F}7|e#(#8eICxY|Q$ Bqj傷j{g]R~B)"8(w>ϵv_Ѱgyճ,a;_+a(F}} ) ׽ɕFa'Cz`.*A=`2jT Zu?WvŽ1:98KEOסm> TDW%͹Jf~+$ Va<Zካ<`n_]_*Wzڣ6,PAz)T0ѨOYnCe*?Ĭش{,QX/1 R7 W\wDJ[6` 'Wz1eN#*!~bu%]֭n[ʈt(+y5WZ"NP1AY0N>X |mN!Gdo5@DˊWbQ\>pYY-ӣGѼ>V~%T#>$ pm1;.}a <ށ.|* (ưjk J+_0goh8~ɢbcւ:IjpdK>ڶ8>Yd&j vD@sA|s^_ENMXz]D4uqh;ַ(@%*'/4@5S~~d֋+8)`ϕOm%C3x-ZTʦ 6{DB8dNWnng|UGlOS }tBqI>dJ'-7nuv[V2<1ã.Fd9/r&l"!%"dڴu`F>.Zhc,TnIIm!KSGU5n6(4mwͭcTjGFU|ht;N{+QcTV&2 rW s!<pVe]Lh*~@l]Ì\ʸ-EHF@*ċz .n3Rhշ,e Qb` GHƿpyV8Oy/@pvUY ZPp/QɄ+R)ZYju ~q:Y|a ǂvYcQȟ68%ODշk#Kjxy[Qy`йC~O}-%s ZZۃp֕k(#nQig+:=W"[]qϪ;@>̣eo'} zIޖḤcNg\b?VOPjRA_%l|_9vEwȑj N3b%jilEu"8 DAPC(o6y#RY|/,k1t@Lhb2PI"L EI2%/ePlʂdov(,62dTrg@֡6!YnڏhG׶-̂en׹&SYmgCW0#M~y_S]1x 5.nE_h-*D= ' '(OJ80B[v!օ4S9c:4|%0S*ܶ8ks*+>9RrLa e'qΰJ O aUC,vlvmHy -u ߣbuVb h,yjcoaP40gΪp=:uVDklKvn h8&<֣yh1R@Jmj Ƈq$F|U Ǵ,:URh&E}4lYf+Q(In[l(*wYCbRC hKw%erot9E7"E! B["y6ls'^BڎJdٙ@ɷ lۨLBTD0c0k] {^X3UO& S>Q'Od c*;vm04i#8[J*p"Yq [m, ~++v8qq().R5K7@+U؀KHd `;;lΙS;jm>c1coKֳh*4'9 1k \FOo44+U##_@ c26j^_xz.8UgdׇwE[ ܐ|y6qwa`KO#"zyt<)U%fY]9 #5 ڷ"e{$Cн\&Ӌ|RlKaKуDz8&?{Cj*D%r Ovr,dՅ#w oq#آ4t /ɏ%+;7_k*\]%(sv<#hEq#ph>o8NW29_Q$'v۷m[d=W"փ޽ex3 (`f{3_0eԵeWsHʡ֜'d(o Ծ'Rigaclm-i- s/ Li'<Ј/=B|6y0J[Ce d~lW>U=¢Dyޤҩ T~E_0q8.Eo`Awkx0;vs)FoDk5Xah^n"DXQ`RGѳ z a=>h.o>3\\9.AX;Ed .*/>Pu%:=5-'[JThnɭk;9aPP?_fQcm0eSڋL /%t8 mb2B<4ԆZ :.p(xyHve>p.I+:/ퟳl1Un::x*Į}zvoK#RMe]Y^$Sx߻>#19em;.M'+ʜ[ g_ +EG?@MSgSQx)9Z[0L(Wh&sY(ktdЧ=) cwKxIioV|/2]p],W`>x)3K8*$L&5c/abdmSjWvG>ᐿU4]P'PGU ZJtE{!);Rg{L}ӌ2:W)Ǵ A򣁓v~ R*]pUY+ `H?U[ \U Vyђ./S ћQYR$v,\ .Ykf%!MX5n"̶b dIL=6_O/dxK{Z_XJ/2rfK[~d+W&#T Aqָ1& Aa.$Bn.,]44wé1;:cۢ,OB+fLGNKSxDsdaB{[scSͤ[!aK)iZKK1%./y g(XB6CCWZk ?c%QwVJo6O'G^sђ 3 iG]5q)acFjC@-dO +Nljp 8;nKⅺgUxN d"ה?C2N@NuyR9 ;o.FBޢک l>lT.iNIaew*!wj&AK3V4XkqВD^չ*ozMKz-8q+]BJ UqfU=Fv5O9WJފu~`0K2ݒ(%o>+~Y+q$Z d'M̨,ޣ2Ѐw*\sδC; Wrԃ[v!Κ`bg7i08$Gnq(`Hթ#^߈X5!Dḍ[vlS/DZp/L.U>*}x(3p"IFzEwh_^SI(UMC,TI U=p1qU> ^ᎆ\FE:5kJdq)m"6@ Lo:D6OO{S1>ed9nYJ,ۘ}8n7 ? -")9ieLϜxH3~EjD<1n|ݫH]1wDw"*76};F󗜯xU^ WlZ"]_{k`G ee[G }l􄻍zҖ(D+`#R[~oeD1ۥ7b ۢU4, f"p谵 qTsDn`P5_wCD{=gěƁj/ẊO6.‰/ _/<eA:Ҧ!RuLW3*Y]ׅիY]w]LWlM@Y?,me!/h֌$P\;;1Y+lg,4*9vrN?%y!Q93̲j^ohsO1#ҡ, zY~H>GR(^qO_$༆$C}Й"]n2c>vb >C)x45uZ}0F3`3a|(FrzR7i)Bil`.(WT`_ Э>*e("KlU":e>MzyX+'|鎅D !j;,q↠tsݸ4)!#l+9n?t`! 2a'1c^1.\~?r[tBi$Mޮ͜!!!9S9bc#|N=(jUlGNrFF@I+[g8i?9\'@qڟل+2Q[B3>>.n>?(S}5ֱ[ץ'7E<ޫi5yus6vȯUٻBfa\NyUzu$t' zҭ%OVrTTfB Tq\:Wy$344r%˖y1k Ng7.Kd1"I{1(]Qҡm[EbϫB wjDܢak&6Jm]a(c~{az@kM 4RkwiJ"b/ -.%42Ɨ<ٕ7&h= S~ʆi6g<  Ķ#5t1TCw~I,JW>ZNE3
    Enjoying the preview?
    Page 1 of 1