{"product_id":"interest-rate-modeling-volume-3-products-and-risk-management","title":"Interest Rate Modeling. Volume 3: Products and Risk Management","description":"\u003cp\u003eTable of contents for all three volumes (full details at andersenpiterbargbook.com)Volume I. Foundations and Vanilla ModelsPart I. FoundationsIntroduction to Arbitrage Pricing Theory Finite Difference Methods Monte Carlo Methods Fundamentals of Interest Rate Modelling Fixed Income Instruments Part II. Vanilla ModelsYield Curve Construction and Risk Management Vanilla Models with Local Volatility Vanilla Models with Stochastic Volatility I Vanilla Models with Stochastic Volatility II Volume II. Term Structure ModelsPart III. Term Structure ModelsOneFactor Short Rate Models I OneFactor Short Rate Models II MultiFactor Short Rate Models The QuasiGaussian Model with Local and Stochastic Volatility The Libor Market Model I The Libor Market Model II Volume III. Products and Risk ManagementPart IV. ProductsSingleRate Vanilla Derivatives MultiRate Vanilla Derivatives Callable Libor Exotics Bermudan Swaptions TARNs, Volatility Swaps, and Other Derivatives OutofModel Adjustments Part V. Risk managementFundamentals of Risk Management Payoff Smoothing and Related Methods Pathwise Differentiation Importance Sampling and Control Variates Vegas in Libor Market Models AppendixMarkovian Projection\u003c\/p\u003e","brand":"Atlantic Financial Press","offers":[{"title":"Default Title","offer_id":45899891769542,"sku":"DADAX0984422129","price":145.91,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0695\/9389\/1014\/files\/61OIk6urU9L.jpg?v=1780303891","url":"https:\/\/ergodemedia.com\/products\/interest-rate-modeling-volume-3-products-and-risk-management","provider":"Ergodemedia","version":"1.0","type":"link"}