Download APA Citation Platen, E., & Bruti-Liberati, N. (2010). Numerical Solution of Stochastic Differential Equations with Jumps in Finance. Springer-Verlag. Chapter Summary PrefaceThe book "Numerical Solution of Stochastic Differential Equations with Jumps in Finance" by Eckhard Platen and Nicola Bruti-Liberati...
Download Citation Glasserman, P. (2003). Monte Carlo Methods in Financial Engineering. Springer. Chapter Summary PrefaceThe book "Monte Carlo Methods in Financial Engineering" by Paul Glasserman explores the intersection of Monte Carlo simulation methods and financial engineering. It aims to serve...
Download Citation Veronesi, P. (2010). Fixed income securities: Valuation, risk, and risk management. John Wiley & Sons. Chapter Summary Part I: Basics Chapter 1: An Introduction to Fixed Income Markets Overview: The chapter introduces the growth and complexity of fixed...
Download Citation Tuckman, B., & Serrat, A. (2022). Fixed income securities: Tools for today's markets (4th ed.). John Wiley & Sons. Chapter Summary Chapter 0: Overview This chapter provides a broad survey of global fixed income markets, highlighting the sizes...
Download Citation: Duffie, D., & Singleton, K. J. (2012). Credit risk: Pricing, measurement, and management. Princeton University Press. Chapter Summary: Introduction: The book "Credit Risk: Pricing, Measurement, and Management" by Darrell Duffie and Kenneth J. Singleton provides a comprehensive overview...
Download Citation Sundaresan, S. (2009). Fixed Income Markets and Their Derivatives (3rd ed.). Academic Press. Chapter Summary Part 1: Institutions and Conventions Chapter 1: Overview of Fixed Income Markets Introduces debt securities, their markets, and key players. Discusses the characteristics...
Download Citation: Williams, D. (2014). Probability with Martingales. Cambridge University Press. Chapter Summary: PrefaceThe preface emphasizes the importance of exercises in understanding the material and explains the structure of the book. It highlights the necessity of measure theory in probability...
Download Citation Øksendal, B. (2013). Stochastic Differential Equations: An Introduction with Applications (6th ed., corrected printing). Springer-Verlag. https://doi.org/10.1007/978-3-642-14394-6 Chapter Summary Introduction The book begins by motivating the study of stochastic differential equations (SDEs) through various practical problems where randomness plays...
Download Citation: Rebonato, R. (2012). Modern pricing of interest-rate derivatives: The LIBOR market model and beyond. Princeton University Press. Chapter Summary Introduction: Riccardo Rebonato introduces his book with an explanation of the need for a satisfactory approach to pricing a...
Download Citation: Musiela, M., & Rutkowski, M. (2009). Martingale methods in financial modelling (2nd ed.). Springer. Chapter Summary Preface to the Second Edition: The second edition of Martingale Methods in Financial Modelling includes significant updates to incorporate recent advancements in...