01449nam a2200205Ia 4500 CTU_207713 210402s9999 xx 000 0 und d 1811000 332 V334 Vasicek, Oldrich Alfons Finance economics and mathematics Oldrich Alfons Vasicek Hoboken, NJ John Wiley & Sons 2016 Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself.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. Finance,Tài chính Hải Trung tâm Học liệu Trường Đại học Cần Thơ