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)

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)

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)

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)

This is an introduction to Lie algebras and their applications in physics. The first three chapters show how Lie algebras arise naturally from symmetries of physical systems and illustrate through examples much of their general structure. Chapters 4 to 13 give a detailed introduction to Lie algebras and their representations, covering the Cartan-Weyl basis, simple and affine Li...(展开全部)

This is an introduction to Lie algebras and their applications in physics. The first three chapters show how Lie algebras arise naturally from symmetries of physical systems and illustrate through examples much of their general structure. Chapters 4 to 13 give a detailed introduction to Lie algebras and their representations, covering the Cartan-Weyl basis, simple and affine Li...(展开全部)

* Excellently written textbook in commutative algebra Book makes getting into the subject easier for students than with existing works Well-known mathematician Kemper’s "Course in Commutative Algebra" presents a thorough, modern introduction to the subject. .With carefully selected topics presented in a natural geometric context, the author's key focus is on concepts and r...(展开全部)

* Excellently written textbook in commutative algebra Book makes getting into the subject easier for students than with existing works Well-known mathematician Kemper’s "Course in Commutative Algebra" presents a thorough, modern introduction to the subject. .With carefully selected topics presented in a natural geometric context, the author's key focus is on concepts and r...(展开全部)