Interest Rate Modelling

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9780471975236: Interest Rate Modelling

This book provides a comprehensive resource on all the main aspects of valuing and hedging interest rate products. A series of introductory chapters reviews the theoretical background, pointing out the problems in using na?ve valuation and implementation techniques. There follows a full analysis of interest rate models including major categories, such as affine, HJM and market models, and in addition, lesser well known types that include Consol, random field and jump-augmented models. Implementation methods are discussed in depth including the latest developments in the use of finite difference, lattice and Monte Carlo methods and their particular application to the valuation of interest rate derivatives. Containing previously unpublished material. Interest Rate Modelling is a key reference work both for practitioners developing and implementing models for real and for academics teaching and researching in the field. Interest Rate Modelling is an encyclopedic treatment of interest rates and their related financial derivatives. It combines advanced theory with extensive and down-to-earth data analysis in a way which is truly unique. For practitioners, students and scholars in the field, this impressive wok will be the standard reference for years to come.", Professor Tomas Bjork, , Stockholm School of Economics# "...an excellent book. I am particularly pleased by its breadth and range of topics...the reader is provided with an informative and readable exposition.", Dr Farshid Jamshidian, , NetAnalytic# "I particularly like the strong emphasis on the practicalities and calibration of interest rate models. This book will be invaluable as a comprehensive reference to students, researchers, and practitioners.", Professor Francis Longstaff, , The Anderson School at UCLA#" This is a carefully written, scholarly but fascinating presentation of the field of Interest Rate Modelling. It combines the best of two worlds: the rigour expected from finance in acamedia with the relevance expected from finance in practice. James and Webber are truly masters of their market since this book is surely a must-buy for both researchers and practitioners. If only all finance books were written with this care and attention to detail." , Dr Neil Johnson, , Clarendon Laboratory, Oxford# "Today, interest rates are key economic instruments. This is a mammoth treatise and must surely rank as one of the most comprehensive available on the topic. Anyone interested in modelling or simulating the behaviour of interest rates, be they practitioner, economist, mathematician or new entrant to the subject, will find within a wealth of pertinent material.", Professor Peter Richmond, , Trinity College Dublin#

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1.

Jessica James; Nick Webber
Editore: Wiley (2000)
ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro Wiley, 2000. Hardcover. Condizione libro: New. Codice libro della libreria SONG0471975230

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2.

James, Jessica, Webber, Nick
Editore: Wiley (2017)
ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro Wiley, 2017. Hardcover. Condizione libro: New. This item is printed on demand. Codice libro della libreria P110471975230

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James, Jessica; Webber, Nick
Editore: Wiley (2000)
ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro Wiley, 2000. Hardcover. Condizione libro: New. book. Codice libro della libreria 0471975230

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4.

Jessica James, Nick Webber
Editore: John Wiley and Sons Ltd, United Kingdom (2000)
ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2000. Hardback. Condizione libro: New. 1. Auflage. 231 x 155 mm. Language: English . Brand New Book. This book provides a comprehensive resource on all the main aspects of valuing and hedging interest rate products. A series of introductory chapters reviews the theoretical background, pointing out the problems in using na?ve valuation and implementation techniques. There follows a full analysis of interest rate models including major categories, such as affine, HJM and market models, and in addition, lesser well known types that include Consol, random field and jump-augmented models. Implementation methods are discussed in depth including the latest developments in the use of finite difference, lattice and Monte Carlo methods and their particular application to the valuation of interest rate derivatives. Containing previously unpublished material. Interest Rate Modelling is a key reference work both for practitioners developing and implementing models for real and for academics teaching and researching in the field. Interest Rate Modelling is an encyclopedic treatment of interest rates and their related financial derivatives. It combines advanced theory with extensive and down-to-earth data analysis in a way which is truly unique. For practitioners, students and scholars in the field, this impressive wok will be the standard reference for years to come. , Professor Tomas Bjork, , Stockholm School of Economics# .an excellent book. I am particularly pleased by its breadth and range of topics.the reader is provided with an informative and readable exposition. , Dr Farshid Jamshidian, , NetAnalytic# I particularly like the strong emphasis on the practicalities and calibration of interest rate models. This book will be invaluable as a comprehensive reference to students, researchers, and practitioners. , Professor Francis Longstaff, , The Anderson School at UCLA# This is a carefully written, scholarly but fascinating presentation of the field of Interest Rate Modelling. It combines the best of two worlds: the rigour expected from finance in acamedia with the relevance expected from finance in practice. James and Webber are truly masters of their market since this book is surely a must-buy for both researchers and practitioners. If only all finance books were written with this care and attention to detail. , Dr Neil Johnson, , Clarendon Laboratory, Oxford# Today, interest rates are key economic instruments. This is a mammoth treatise and must surely rank as one of the most comprehensive available on the topic. Anyone interested in modelling or simulating the behaviour of interest rates, be they practitioner, economist, mathematician or new entrant to the subject, will find within a wealth of pertinent material. , Professor Peter Richmond, , Trinity College Dublin#. Codice libro della libreria AAH9780471975236

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5.

Jessica James, Nick Webber
Editore: John Wiley and Sons Ltd, United Kingdom (2000)
ISBN 10: 0471975230 ISBN 13: 9780471975236
Nuovi Rilegato Prima edizione Quantità: 1
Da
The Book Depository US
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[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2000. Hardback. Condizione libro: New. 1. Auflage. 231 x 155 mm. Language: English . Brand New Book. This book provides a comprehensive resource on all the main aspects of valuing and hedging interest rate products. A series of introductory chapters reviews the theoretical background, pointing out the problems in using na?ve valuation and implementation techniques. There follows a full analysis of interest rate models including major categories, such as affine, HJM and market models, and in addition, lesser well known types that include Consol, random field and jump-augmented models. Implementation methods are discussed in depth including the latest developments in the use of finite difference, lattice and Monte Carlo methods and their particular application to the valuation of interest rate derivatives. Containing previously unpublished material. Interest Rate Modelling is a key reference work both for practitioners developing and implementing models for real and for academics teaching and researching in the field. Interest Rate Modelling is an encyclopedic treatment of interest rates and their related financial derivatives. It combines advanced theory with extensive and down-to-earth data analysis in a way which is truly unique. For practitioners, students and scholars in the field, this impressive wok will be the standard reference for years to come. , Professor Tomas Bjork, , Stockholm School of Economics# .an excellent book. I am particularly pleased by its breadth and range of topics.the reader is provided with an informative and readable exposition. , Dr Farshid Jamshidian, , NetAnalytic# I particularly like the strong emphasis on the practicalities and calibration of interest rate models. This book will be invaluable as a comprehensive reference to students, researchers, and practitioners. , Professor Francis Longstaff, , The Anderson School at UCLA# This is a carefully written, scholarly but fascinating presentation of the field of Interest Rate Modelling. It combines the best of two worlds: the rigour expected from finance in acamedia with the relevance expected from finance in practice. James and Webber are truly masters of their market since this book is surely a must-buy for both researchers and practitioners. If only all finance books were written with this care and attention to detail. , Dr Neil Johnson, , Clarendon Laboratory, Oxford# Today, interest rates are key economic instruments. This is a mammoth treatise and must surely rank as one of the most comprehensive available on the topic. Anyone interested in modelling or simulating the behaviour of interest rates, be they practitioner, economist, mathematician or new entrant to the subject, will find within a wealth of pertinent material. , Professor Peter Richmond, , Trinity College Dublin#. Codice libro della libreria AAH9780471975236

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Jessica James/ Nick Webber
Editore: John Wiley & Sons Inc (2000)
ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro John Wiley & Sons Inc, 2000. Hardcover. Condizione libro: Brand New. 1st edition. 654 pages. 9.25x6.50x1.50 inches. In Stock. Codice libro della libreria __0471975230

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Jessica James
Editore: John Wiley and#38; Sons (2000)
ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro John Wiley and#38; Sons, 2000. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471975236

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Jessica James, Nick Webber
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ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro Wiley, 2000. Hardcover. Condizione libro: New. 1. Codice libro della libreria DADAX0471975230

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James, Jessica
Editore: John Wiley & Sons (2016)
ISBN 10: 0471975230 ISBN 13: 9780471975236
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Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780471975236_lsuk

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Jessica James
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Descrizione libro John Wiley and#38; Sons, 2000. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780471975236

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