Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Book Description

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.

The old sections devoted to the smile issue in the LIBOR market model have been enlarged into several new chapters. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered.

The fast-growing interest for hybrid products has led to new chapters. A special focus here is devoted to the pricing of inflation-linked derivatives.

The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.

Customer Reviews:

Best book on interest rate models.......2002-12-14

This is the best book available on interest rate models. Very detailed. Much more focused and readable than Rebonato's book. More pragmatic and explicit than Musiela and Rutkowski. Not as theoretical as Hunt and Kennedy. James and Webber also looks very good, but I'm not that familiar with it. All other books have only bits and pieces on interest rates.

The best book I have read on the subject.......2002-05-06

With all the due respect to the other authors I would say that if one is interested in a good theoretical book whihc is also good on the implementation side then the book of Brigo and Mercurion is definetly the best book I have ever read on the subject.

Anyone interested in implementing the LMM/BGM/MSS model in practice is well advised to read it.

I would just say that this is certainly a must have in the field.

New stuff and nice overview: hard to beat!.......2002-01-17

In the late nineties I went through Brigo's innovative work on stochastic nonlinear filtering with differential geometry techniques. I was favorably impressed by results and style, particularly in his dissertation and in his 'geometry in present day science' very readable overview. Interesting results are found and nicely told with accurate - but not pointlessly complicated - advanced mathematics for the problems at hand, I reasoned.

I've followed a similar path from control to finance, and having worked with interest rate models, I couldn't help but order this Brigo-Mercurio book. I had high expectations 'cause these two guys are working in a bank on the real thing.

Sure enough I'm not disappointed.

1-factor models are handled with great care, a ton of formulas and recipes are given. I've never seen this kind of analysis of pricing with Gaussian 1-f models. The new upgrade of the CIR model is interesting and accurate. "CIR++" is now my favorite 1-f model. I like the treatment of lognormal 1-f models and the explanation of Monte Carlo and trees -- the flow-chart for Bermudan swaptions is crystal clear! Plots of market implied structures and volatility calibration are useful additions.

The chapter on 2-f extensions has one of the best discussions on volatility, and two tons of useful formulas/recipes. Two dimensional trees!

The HJM chapter size is OK. I agree - the useful models embedded in HJM are short rate models and market models.

Market models - these three chapters alone are worth the book. You'll find yourself nodding as you read the guided tour. They make it look easy all the time. The exposition is focused, clear, intuitive, detailed. There's also new stuff, just check the calibration discussion! Smile modeling begins with a brilliant tour and ends with Brigo-Mercurio's new approach - the mixing dynamics - deserving a whole chapter if expanded.

The detailed explanation on products is a much welcome original addition. Cross currency derivatives!

Quotes - as in Brigo's old work - are a pleasant diversion while reading. The 500 and more pages are a treat given the competitive price.

Still there's room for improvements - more "CIR2++"! Something on 3-f models. Historical estimation of the correlation matrix and low-rank optimized approximations. Expand smile modeling! More hedging. Something on structured products. Cross currency libor model. chapter 9 - other interest rate models - sounds out of place and can be suppressed for other things.

This book rings true and has useful teachings for students, academics and practitioners. Although it requires some background in stochastic calculus, it's hard to beat on the pricing front. Kudos to Brigo and Mercurio! It only harms there aren't enough books like this.

Nicely written overview of interest rate models.......2001-12-15

This recent book, written by two Italian "quants" Mercurio & Brigo, gives a nice and accessible overview of interest rate models which is a compromise between the practitioner viewpoint, expressed for ex. in Rebonato's book "Interet Rate option models"
and the theoretical viewpoint such as the one in Musiela & Rutkowski.
The authors, themselves PhDs in quantitative finance/ applied maths, wrote this book while working as quants in an Italian bank and this first hand contact with the market gave them a
practical view on the subject which markes this book very interesting.

The book contains a "rational" catalogue of models used in practice ( as opposed to models which are impossible to implement!).

In contrast with academic books on interest rate modeling which deal with HJM formulation, there is a lot of emphasis here on LIBOR and Swap market models
(BGM -Jamshidian models) which reflects the current market practice. This is a positive point since there are not many books with details on implementing and using these "market models".

Part II: Interest rate models in practice is particularly useful because it deals with implementation and calibration which, as any practitioner knows, are important and usually delicate issues.
However calibration issues are dealt with somewhat lightly, especially recent developments on modeling cap/swaption smiles
are not included here.

This book can also be used for a graduate level/PhD course on interest rate models.

There are a lot of numerical examples in the book and mathematics is kept to the necessary level while keeping the
approach both rigorous and understandable.

Overall, it is one of the best books written on the subject.
I highly recommend it to PhD students, quants and researchers interested in this field.

Well written and useful book.......2001-11-04

In my humble opinion, this is the best book on Interest Rate modeling out there. The writing style is clear and focused and the appendices are fantastic. The book is rigorous but someone with some background in Stochastic Calculus will find it easy to follow. If you need refresher, dont worry the authors have you covered, see the appendix on Stochastic Calculus. Not an introductory book. Very exciting book.

The Basic Practice of Statistics w/CD-ROM

Average customer rating:

Never again
This book is ok

The Basic Practice of Statistics w/CD-ROM
David S. Moore
Manufacturer: W. H. Freeman
ProductGroup: Book
Binding: Hardcover

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The Basic Practice of Statistics, Third Edition
The Basic Practice of Statistics Student Study Guide with Selected Solutions
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The Developing Person Through the Life Span

ASIN: 071677478X

Customer Reviews:

Never again.......2007-10-03

I will never order from them again. I needed to return a book and sent emails to the store asking what the retun policy was, but never received a reply. After retuning the book, they slapped on a $15.00 restocking fee. I will never order from CollegeCorner again.

This book is ok.......2007-03-28

Statistics turns out to be much tougher than I originally expected. This book is ok, but I wish there were more examples to study from. Other than that, it's alright.

Business Statistics in Practice with Student CD

Average customer rating:

Lack Luster
Great entry Statistics book

Business Statistics in Practice with Student CD
Bruce L Bowerman , and Richard T O'Connell
Manufacturer: McGraw-Hill/Irwin
ProductGroup: Book
Binding: Hardcover

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Student Solutions Manual to accompany Business Statistics in Practice
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Financial Accounting: An Introduction to Concepts, Methods and Uses

Accessories:

Business Statistics Demystified

ASIN: 0073252913

Book Description

The new edition of Business Statistics in Practice delivers clear and understandable explanations of business statistics concepts through the use of continuing case studies and an emphasis on business improvement. The cases and examples show real applications of statistics relevant to today's business students. The authors motivate students by showing persuasively how the use of statistical techniques in support of business decision-making helps to improve business processes. A variety of computer centered examples and exercises, and a robust, technology-based ancillary package are designed to help students master this subject. Acknowledging the importance of spreadsheets and statistical software in their statistical instruction, the authors continue to integrate Excel and Minitab output throughout the text. In addition, a new enhanced version of MegaStat, an Excel add-in program designed to optimize Excel for statistical application, is available free on the Student CD. For students and instructors who want to explore statistical concepts from a graphical perspective, Visual Statistics is again available on the Student CD. New Business Improvement icons are integrated throughout the text to illustrate the ‘BI’ theme.

Customer Reviews:

Lack Luster.......2007-09-14

The thing with this particular book is that it lacks clarity. The problems at the end of the chapter are very clear and really help to solidify the material learned, but the material just isn't presented in a way that is easy to learn.

Every chapter is filled with text, text, and more text. Most of it is erroneous and doesn't need to be there.

Finding equations and definitions are nigh impossible as the chapters don't really follow a congruent path. A concept might be introduced and then five pages later it is finally defined and an equation given. It makes learning this material without outside help rather difficult.

Great entry Statistics book.......2007-01-21

I recently took an MBA statistics class and the school had a book for me to use. The instructor, (PHD, worked for the Pentagon as a full Colonel, so someone that actually knows statistics and what you use it for) recommended this book. I purchased it and used it instead of the school book and got an A. The book is more descriptive then the school book an more clear, more in depth with explanations. This book I'll keep for future reference. Glad I bought it.

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice)

Average customer rating:

Great book for quants
Like it, just what I need
Misssing the new stuff, still good on the old methods

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice)
Paolo Brandimarte
Manufacturer: Wiley-Interscience
ProductGroup: Book
Binding: Hardcover

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Modeling Derivatives Applications in Matlab, C++, and Excel
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Business, Economics, and Finance with Matlab, GIS, and Simulation Models
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

ASIN: 0471745030

Book Description

A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance

The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB®-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB®—the powerful numerical computing environment—for financial applications.

The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions.

Among this book's most outstanding features is the integration of MATLAB®, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms.

Newly featured in the Second Edition:

In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies
New appendix on AMPL© in order to better illustrate the optimization models in Chapters 11 and 12
New chapter on binomial and trinomial lattices
Additional treatment of partial differential equations with two space dimensions
Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance
New coverage of advanced optimization methods and applications later in the text

Numerical Methods in Finance and Economics: A MATLAB®-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL©, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.

Customer Reviews:

Great book for quants.......2007-09-30

This is a great book if you want to be a quant or are interested in using mathematical methods for finance purposes. There are not many good books in this field and this one is definitely one of the few good ones out there.

However, this book is not for people with little background in math.

Like it, just what I need.......2007-05-23

It has up to date information about finance and math background needed. I pretty much like it.

Misssing the new stuff, still good on the old methods.......2007-04-19

The book earns 4 stars for how it combines what has been out there for some time with Matlab functionality. What one would have appreciated though is something about all the new stuff that has evolved in the last few years (e.g. credit risk, etc.)

Average customer rating:

A good book for statistical inference and explaining concepts.
best law book ever
Statistics for statisticians

Statistics for Lawyers
Michael O. Finkelstein , and Bruce Levin
Manufacturer: Springer
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Statistical Science in the Courtroom
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Accessories:

Grade Inflation: A Crisis in College Education
Statistical Science in the Courtroom
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ASIN: 0387950079

Book Description

Statistics for Lawyers is designed to introduce law students, law teachers, practitioners, and judges to the basic ideas of mathematical probability and statistics as they have been applied in the law. The book consists of sections of exposition followed by real-world cases and case studies in which stastical data have played a role. The reader is asked to apply the theory to the facts, to calculate results (a hand calculator is sufficient), and to explore legal issues raised by quantitative findings. The authors' calculations and comments are given in the back of the book. The cases and case studies reflect a broad variety of legal subjects, including antidiscrimination, mass torts, taxation, school finance, identification evidence, preventive detention, handwriting disputes, voting, environmental protection, antitrust, and the death penalty. The first edition of Statistics for Lawyers, which appeared in 1990, has been used in law, statistics, and social science courses. In 1991 it was selected by the University of Michigan Law Review as one of the important law books of the year. This second edition includes many new problems reflecting current developments in the law, including a new chapter on epidemiology. Michael O. Finkelstein is a practicing lawyer in New York City. He has been a member of the adjunct faculty of Columbia University Law School since 1967, teaching Statistics for Lawyers, and has also taught at Harvard, New York University, and Yale Law Schools. He is the author of a book of essays, Quantitative Methods in Law, and numerous law review articles on the applications of statistics in law. He frequently consults and testifies in litigated matters. Bruce Levin is a professor at the Joseph L. Mailman School of Public Health of Columbia University in the Division of Biostatistics. He is the Consulting Editor for Statistics for the American Journal of Public Health, participates in clinical trials, and is the author of numerous articles on the subject of biostatistics. He has consulted and testified as an expert in many law cases involving statistical issues.

Customer Reviews:

A good book for statistical inference and explaining concepts........2007-05-23

I am someone who currently teaches statistics and picked up this book after one of my professors in college recommended it to me while I was learning stats in Grad school.

This book is a good read if you plan on explaining statstics concepts to an audience. It is very light on math and at times uses statistical terms that have not been defined previously. You should attempt to read this book only if you have a already taken a course on statistics. While you might be able to get through the inital part of the book without too much of a background in stats the latter chapters will be hard to comprehend without a stats background. Some of the things that I like about the book are:
1. The numerous legal case studies
2. The probing questions that make you think about your data and the methods employed to analyze your data.
3. The inference gained from applying various statsistical methods to you data.

In the grand scheme of statistical learning where does this book fit in?
A lot statistics books use rather abstract examples to explain concepts which makes it hard to explain concepts to others. This book on the other lets you have a meaningful and intelligent discussion about concepts and your analysis. So I see this book as facilitating discourse.

It would be great if the author could add more analysis, maybe print outs from software packages, access to the data used, to the book.

best law book ever.......2002-08-22

Some reviewer for a statistics journal called Phil Good's "Applying Statistics in the Courtroom" the best book ever written on statistics and the law. Given the fine books by Finkelstein, by Gastwirth and the deGroot, Feinberg and Kadane book, I think that was a gross overstatement. Phil does however get away from legalese and tries to present key issues.

Finkelstein is a lawyer who with Herbert Robbins helped define what statistical evidence should be. He is well educated in statistics and his first edition was a classic. This book maintains the good features of the first book and provide a nice update with modern advances particularly in genetics. It is an introductory statistics text for lawyers with little or no statistical background and it teaches them the methods utilizing legal cases as examples.

I was very much impressed with the authors' analysis of the Florida vote in the 2000 Presidential election that Finkelstein presented in a talk at the Joint Statistical Meetings in New York in August 2002. I heard the talk and discovered that this meticulous and interesting analysis is covered in the book, section 4.5.3 "Election 2000: Who won Florida?" This detail is typical of the nice interplay between statistical methodology and important legal questions. It is just one example of the gems in this book!

The chapters are 1. Descriptive Statistics, 2. How to Count, 3. Elements of Probability, 4. Some Probability Distributions, 5. Statistical Inference for Two Proportions, 6. Comparing Multiple Proportions, 7. Comparing Means, 8. Combining Evidence Across Independent Strata, 9. Sampling Issues, 10. Epidemiology, 11. Survival Analysis, 12. Nonparametric Methods, 13. Regression Methods, 14. More Complex Regression Models.

With many interesting and famous cases as examples this book is valuable to statisticians like me as well as to attorneys.

Statistics for statisticians.......2000-02-11

This book will prove USELESS unless you already have a strong grasp of statistics concepts. It is NOT a math book though it claims to be one.

Nonparametric Econometrics: Theory and Practice

Average customer rating:

Nonparametric Econometrics: Theory and Practice
Qi Li , and Jeffrey Scott Racine
Manufacturer: Princeton University Press
ProductGroup: Book
Binding: Hardcover

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ASIN: 0691121613

Book Description

Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers.

Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data--nominal and ordinal--in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory.

This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types--continuous, nominal, and ordinal--within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables.

Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

Simulation Techniques in Financial Risk Management (Statistics in Practice)

Average customer rating:

Bypass this one

Simulation Techniques in Financial Risk Management (Statistics in Practice)
Ngai Hang Chan , and Hoi-Ying Wong
Manufacturer: Wiley-Interscience
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471469874

Book Description

This unique resource provides simulation techniques for financial risk managers ensuring you become well versed in many recent innovations, including Gibbs sampling, the use of heavy-tailed distributions in VaR calculations, construction of volatility smile, and state space modeling. The authors illustrate key concepts with examples and case studies you can reproduce using either S-PLUS® or Visual Basic® and provide exercises so you can apply new concepts and test your knowledge.

Simulation Techniques in Financial Risk Management is invaluable both as a resource for risk managers in the financial and actuarial industries and as a coursebook for upper-level undergraduate and graduate courses in simulation and risk management.

Customer Reviews:

Bypass this one.......2007-10-16

The book claims to be between Ross's "Simulation" and Glasserman's "Monte Carlo Methods in Financial Engineering" (both first-class books). Would that the same could be said of this sorry-looking text. I will be charitable and descibe it as watered-down Glasserman with some S-Plus code thrown in for good measure, and some material nicked from Ross. Wiley should be more careful about what it accepts for publication.

Career Theory and Practice: Learning through Case Studies

Average customer rating:

Systematic approach to career development theories.

Career Theory and Practice: Learning through Case Studies
Jane L. Swanson , and Editor Elect - Nadya A. Fouad
Manufacturer: Sage Publications, Inc
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Binding: Paperback

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ASIN: 076191143X

Book Description

“Jane L. Swanson and Nadya A. Fouad have written a book about career counseling that is user friendly, especially for counselors engaged in helping women and men make wise career choices. . . .The book is unique in that it links five major career development and choice theories to a particular person, Leslie. This case study approach is used throughout the book and provides an integrative thread that illustrates how similar the various theories are, and yet how they differ in important and useful ways.” -Helen S.Farmer, University of Illinois, Urbana-Champaign “Being able to see how career theories are brought to life through actual cases is such a contribution to the field. Jane L. Swanson and Nadya A. Fouad do a masterful job of bringing theory to life through the lived stories of actual career clients. I very much appreciated the book’s format, the examples, the discussion question, and the richly developed case examples.” -Mary J. Heppner, University of Missouri, Columbia “I especially liked the way this book is organized . . . focusing on the use of career theories and assessment instruments in relationship to a single case. Using this strategy, students will be able to see very easily how both career theories and assessment measures are relevant in practical counseling situations. This book will be an excellent text or supplementary text in courses on vocational psychology and career development and career counseling.” -Nancy E. Betz, The Ohio State University Jane L. Swanson and Nadya A. Fouad wrote Career Theory and Practice to provide readers with hands-on examples of how to apply career development theories to career counseling clients. The authors tie together theory and practice in an effective and entertaining manner throughout the book. Woven through the chapters is the presentation of “Leslie,” a fictitious client, actually the composite portrait of several past clients. As each chapter focuses on a different career development theory and presents specific cases, the authors enhance the practical slant of their work by applying the theories discussed to “Leslie.” This book is intended for students in graduate level career or vocational psychology or career practicum courses as well as counseling practitioners needing additional resources to strengthen their services or expand their focus.

Customer Reviews:

Systematic approach to career development theories........2002-01-30

This book makes an excellent supplement to any text in a career development course. Swanson and Fouad utilize 7 different theoretical approaches in order to integrate and apply career development theory.

The case studies make excellent use of theory and actual practice.

The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics)
Average customer rating:

This was the econometrics bible but they never updated it

Precise and concise

outdated

The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics)
George G. Judge , William E. Griffiths , R. Carter Hill , Helmut Lütkepohl , and Tsoung-Chao Lee
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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Introduction to the Theory and Practice of Econometrics, 2nd Edition

ASIN: 047189530X

Book Description

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Customer Reviews:

This was the econometrics bible but they never updated it.......2005-04-02

Judge, et al. was the standard reference in econometrics in the late 80s and early 90s. It's a terrific text because it has both theory and applications (with emphasis on the former, though). The best thing about it at the time of its publication was it was very complete, covering almost everything that was known in econometrics at the time.

Unfortunately, the book was never updated, and now nobody uses it; instead, people use the poorly written one by William Greene, which contributes to the poor education in grad-level econometrics these days. (Have you noticed that today's econometrics students, even the Ph.D. ones and even some assistant professors, don't even understand the relationship between R-squared and t-statistic? I get asked "why am I getting super-high t-statistics while my R^2 is so low?" all the time. If they had read Judge et al., they would have known the answer.)

Even though I loved this book in teh early 90s, I cannot recommend it as a reference book because it is pretty much out of date. Sure, most of the basic stuff (OLS, 2SLS, limited dependent, etc.) is the same, but people who buy a thick book like this want an up-to-date volume, and this book unfortunately does not fit the bill. It's so sad that such a comprehensive and well-written volume has totally languished into obscurity.

Precise and concise.......2003-06-19

Another review stated that Green was a clearer book than Judge et al. No way. This book starts and concludes thoughts without the constant refer to section blah blah blah found in Green. Also Judge et al. is accurate; something sorely missing in Green. Hamilton on the other hand focuses strictly on time series, and forecasting. If you want a solid reference for econometrics this is the most complete and well thought out book available.

outdated.......2000-11-16

I don't want to say too much about this book. I use it a lot. But I think what is in this book has been said so much more clearly elsewhere. I would rather attack econometrics using Greene's clarity or if I were interested in time-series, I would much rather have Hamilton. It is okay. It was a warhorse for its time. But unless you need it for a class, I think there are better references out there.

The Practice of Business Statistics w/CD & Upgrade Study Pack

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The Practice of Business Statistics w/CD & Upgrade Study Pack
David S. Moore
Manufacturer: W. H. Freeman
ProductGroup: Book
Binding: Hardcover

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ASIN: 071677383X

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