Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

Valutazione media 4,5
( su 8 valutazioni fornite da GoodReads )
 
9780984422104: Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume I provides the theoretical and computational foundations for the series, emphasizing the construction of efficient grid- and simulation-based methods for contingent claims pricing. The second part of Volume I is dedicated to local-stochastic volatility modeling and to the construction of vanilla models for individual swap and Libor rates. Although the focus is eventually turned toward fixed income securities, much of the material in this volume applies to generic financial markets and will be of interest to anybody working in the general area of asset pricing.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Andersen, Leif B. G.
Editore: Atlantic Financial Press (2016)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press, 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 ria9780984422104_lsuk

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 102,82
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,84
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

2.

Leif B G Andersen
Editore: Atlantic Financial Press (2010)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Quantità: > 20
Print on Demand
Da
PBShop
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press, 2010. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780984422104

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 108,97
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,69
In U.S.A.
Destinazione, tempi e costi

3.

Andersen, Leif B. G.; Piterbarg, Vladimir V.
Editore: Atlantic Financial Press (2010)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Rilegato Quantità: 10
Da
Ergodebooks
(RICHMOND, TX, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press, 2010. Hardcover. Condizione libro: New. Codice libro della libreria INGM9780984422104

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 109,59
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,69
In U.S.A.
Destinazione, tempi e costi

4.

Leif B G Andersen
Editore: Atlantic Financial Press (2010)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Quantità: > 20
Print on Demand
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press, 2010. 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-9780984422104

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 104,79
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,33
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

5.

Leif B.G. Andersen,Vladimir V. Piterbarg
Editore: Atlantic Financial Press 2010-02-06 (2010)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Quantità: 5
Da
Chiron Media
(Wallingford, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press 2010-02-06, 2010. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-ING-01010676

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 120,33
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,43
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

Leif B G Andersen, Vladimir V Piterbarg
Editore: Atlantic Financial Press, United Kingdom (2010)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Rilegato Quantità: 10
Print on Demand
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press, United Kingdom, 2010. Hardback. Condizione libro: New. 254 x 178 mm. Language: English . Brand New Book ***** Print on Demand *****.The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume I provides the theoretical and computational foundations for the series, emphasizing the construction of efficient grid- and simulation-based methods for contingent claims pricing. The second part of Volume I is dedicated to local-stochastic volatility modeling and to the construction of vanilla models for individual swap and Libor rates. Although the focus is eventually turned toward fixed income securities, much of the material in this volume applies to generic financial markets and will be of interest to anybody working in the general area of asset pricing. Codice libro della libreria APC9780984422104

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 132,36
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

7.

Leif B G Andersen, Vladimir V Piterbarg
Editore: Atlantic Financial Press, United Kingdom (2010)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Rilegato Quantità: 10
Print on Demand
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press, United Kingdom, 2010. Hardback. Condizione libro: New. 254 x 178 mm. Language: English . Brand New Book ***** Print on Demand *****. The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume I provides the theoretical and computational foundations for the series, emphasizing the construction of efficient grid- and simulation-based methods for contingent claims pricing. The second part of Volume I is dedicated to local-stochastic volatility modeling and to the construction of vanilla models for individual swap and Libor rates. Although the focus is eventually turned toward fixed income securities, much of the material in this volume applies to generic financial markets and will be of interest to anybody working in the general area of asset pricing. Codice libro della libreria APC9780984422104

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 133,90
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

8.

Andersen, Leif B. G.
Editore: Atlantic Financial Press (2017)
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Rilegato Quantità: 20
Print on Demand
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press, 2017. Hardcover. Condizione libro: New. This item is printed on demand. Codice libro della libreria 0984422102

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 131,28
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,76
In U.S.A.
Destinazione, tempi e costi

9.

Andersen, Leif B. G.; Piterbarg, Vladimir V.
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Quantità: > 20
Print on Demand
Da
BWB
(Valley Stream, NY, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. This item is Print on Demand - Depending on your location, this item may ship from the US or UK. Codice libro della libreria POD_9780984422104

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 145,51
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

10.

Vladimir V. Piterbarg
Editore: Atlantic Financial Press
ISBN 10: 0984422102 ISBN 13: 9780984422104
Nuovi Rilegato Quantità: 20
Da
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Atlantic Financial Press. Hardcover. Condizione libro: New. Hardcover. 492 pages. Dimensions: 9.3in. x 6.2in. x 1.3in.Table of contents for all three volumes (full details at andersen-piterbarg-book. com)Volume I. Foundations and Vanilla Models Part I. Foundations Introduction toArbitrage Pricing Theory Finite Difference MethodsMonte Carlo MethodsFundamentals of Interest Rate ModellingFixed Income Instruments Part II. Vanilla ModelsYield Curve Construction and Risk ManagementVanilla Models with Local VolatilityVanilla Models with Stochastic Volatility I Vanilla Models with Stochastic Volatility II Volume II. Term Structure Models Part III. Term Structure Models One-Factor Short Rate Models IOne-Factor Short Rate Models IIMulti-Factor Short Rate ModelsThe Quasi-Gaussian Model with Local and Stochastic VolatilityThe Libor Market Model IThe Libor Market Model IIVolume III. Products and Risk Management Part IV. ProductsSingle-Rate Vanilla DerivativesMulti-Rate Vanilla DerivativesCallable Libor ExoticsBermudan Swaptions TARNs, Volatility Swaps, and Other Derivatives Out-of-Model Adjustments Part V. Risk management Fundamentals of Risk Management Payoff Smoothing and Related Methods Pathwise Differentiation Importance Sampling and Control Variates Vegas in Libor Market Models Appendix Markovian Projection This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Codice libro della libreria 9780984422104

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 145,65
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,65
In U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro