In the seventies, Arbitrage Pricing Theory (APT) was invented for equity derivatives. Now the arena of interest rate derivatives has its own APT: the Andersen-Piterbarg Textbook. --Peter Carr, Global Head of Market Modeling, Morgan Stanley This is a most comprehensive book on interest rate modeling and derivatives valuation. I recommend it highly to all students and researchers...(展开全部)

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count...(展开全部)

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 matri...(展开全部)

How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantita...(展开全部)

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic ...(展开全部)

This landmark theoretical book is about the mechanisms by which special interest groups affect policy in modern democracies. Defining a special interest group as any organization that takes action on behalf of an identifiable group of voters, Gene Grossman and Elhanan Helpman ask: How do special interest groups derive their power and influence? What determines the extent to whi...(展开全部)

樱庭一树（1971年7月26日—）是日本的女性小说家、轻小说作家。鸟取县米子市出身。 于1993年获得DENiM新人赏而出道，出道以前曾在From A等杂志以自由作家身份活动。一开始以山田樱丸的名义担任游戏脚本，之后在1999年的第一回法米通大赏以樱庭一树的名义获奖。之后原创作品皆以樱庭一树的名义发表，而脚本则以山田樱丸的名义参与。现在统一以樱庭一树的名义参与所有活动。 由于‘糖果子弹A Lollypop or A Bulle’一书受到一般文艺界注目后也往一般文艺界发展，在东京创元社推出‘不适合少女的职业’，并被改编为连续剧；‘赤朽叶家的传说’则获得第60届推理作家协会赏，与入围吉川英治文学新人赏后补作。

This book, which can be read independently, deals with more specifically linguistic problems in semantics and contains substantial original material.