Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
'The ongoing economic situation is pushing researchers to re-discuss and update the fundamentals of financial modeling. Writing an encyclopaedic book on financial modeling for exotics based on the risk free rate, a unique discount curve, no credit risk and no liquidity costs would be neither relevant nor realistic in 2012. This is not such a book. The reader will find here an interesting tackling of current and relevant problems such as multi-curve modeling and credit valuation adjustments, with a very interesting discussion of closeout and especially goodwill, which cannot be found anywhere else to the best of this endorser's knowledge. Funding costs, hints at systemic risk, regulation and Basel III are also considered. It is great to find a quantitatively detailed analysis of such aspects in a single book, and readers who are open-minded and attentive to the current challenges posed by the market will find this book to be informative, relevant, pleasant to read and even entertaining.' - Professor Damiano Brigo, Head of the Mathematical Finance Research Group, Imperial College, London, UK, and author of Interest Rate Models: Theory and Practice and Credit Models and the Crisis.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
GRATIS
In U.S.A.
Descrizione libro Soft Cover. Condizione: new. Codice articolo 9781349443475
Descrizione libro Condizione: New. Codice articolo ABLIING23Mar2411530080714
Descrizione libro PF. Condizione: New. Codice articolo 6666-IUK-9781349443475
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9781349443475_lsuk
Descrizione libro Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in finance. 252 pp. Englisch. Codice articolo 9781349443475
Descrizione libro Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9781349443475
Descrizione libro Condizione: New. Book is in NEW condition. Codice articolo 1349443476-2-1
Descrizione libro Paperback. Condizione: Brand New. 227 pages. 9.25x6.10x0.59 inches. In Stock. Codice articolo x-1349443476
Descrizione libro Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in finance. Codice articolo 9781349443475
Descrizione libro Condizione: New. Codice articolo 385691132