This book is about how models can be developed to represent demand and supply on markets, where the emphasis is on demand models. Its primary focus is on models

From 1976 to the beginning of the millennium—covering the quarter-century life span of this book and its predecessor—something remarkable has happened to ma

This addition to the ISOR series introduces complementarity models in a straightforward and approachable manner and uses them to carry out an in-depth analysis

Market_Desc: Primarily this book has been written for financial institutions (investment banks, asset management companies, investment analysis personnel, corpo

Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitati