Title
InterestRate Option Models: Understanding, Analysing and Using Models for Exotic InterestRate Options (Wiley Series in Financi,Used
Delivery time: 8-12 business days (International)
The modelling of exotic interestrate options is such an important and fastmoving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition refocuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities. It also presents a substantial new chapter devoted to this revolutionary modelling method. In this second edition, readers will also find important new data dealing with the securities market and the probabilistic/stochastic calculus tools. Other changes include: a new chapter on the issues arising in the pricing of several classes of exotic interestrate instruments; and insights from the BDT and the Brennan and Schwartz approaches which can be combined into a new class of 'generalised models'. Further details can be found on the links between meanreversion and calibration for the important classes of models.Dr Riccardo Rebonato is Director and Head of Research at Barclays Capital. He is responsible for the modelling, trading and risk management of the European exotic interestrate products. He holds Doctorates in Nuclear Engineering and Science of Materials/Solid State Physics. Before moving into investment banking he was Research Fellow in Physics at Corpus Christi College (Oxford). He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.