The compiled works of the man behind the evolution of quantitative
finance 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reference work, including published and unpublished work and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.
Oldrich Vasicek has won virtually every important award and prize
for his groundbreaking research in quantitative finance. You've
followed his work for years; this book puts it all in a single
volume to give you the definitive reference you'll turn to again
and again. * Explore Vasicek's insights on topics he helped create
* Discover his research and ideas that have gone unpublished until
now * Understand yield curves and the Vasicek model from the source
himself * Gain a reference collection of some of the most
influential work in quantitative finance Vasicek's research is the
foundation of one of the most important innovations in finance.
Quants around the world have been influenced by his ideas, and his
status as thought leader is cemented in the annals of finance
history. Finance, Economics, and Mathematics is the definitive
Vasicek reference every finance professional needs.