-20%
The Price of Fixed Income Market Volatility
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities.
-20%
The Price of Fixed Income Market Volatility
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities.
-20%
Time Series in Economics and Finance
Price range: ₹8,580.00 through ₹11,916.00
This book presents the principles and methods for the practical analysis and prediction of economic and financial time series.
-20%
Time Series in Economics and Finance
Price range: ₹8,580.00 through ₹11,916.00
This book presents the principles and methods for the practical analysis and prediction of economic and financial time series.
-20%
Tools for Computational Finance
Original price was: ₹8,639.00.₹6,912.00Current price is: ₹6,912.00.
Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering.
-20%
Tools for Computational Finance
Original price was: ₹8,639.00.₹6,912.00Current price is: ₹6,912.00.
Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering.
-20%
Yield Curves and Forward Curves for Diffusion Models of Short Rates
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms.
-20%
Yield Curves and Forward Curves for Diffusion Models of Short Rates
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms.