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ISBN 10: 0746021879ISBN 13: 9780746021873
Da: medimops, Berlin, Germania
Libro
Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
Editore: Usborne Pub Ltd, 2003
ISBN 10: 0746021860ISBN 13: 9780746021866
Da: medimops, Berlin, Germania
Libro
Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
Editore: Presses Universitaires de France - PUF, 1990
ISBN 10: 2130427480ISBN 13: 9782130427483
Da: Ammareal, Morangis, Francia
Libro
Softcover. Condizione: Bon. Ancien livre de bibliothèque. Traces de pliures sur la couverture. Légères traces d'usure sur la couverture. Edition 1990. Ammareal reverse jusqu'à 15% du prix net de ce livre à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Traces of creases on the cover. Slight signs of wear on the cover. Edition 1990. Ammareal gives back up to 15% of this book's net price to charity organizations.
Editore: Risk Publications, 2000
ISBN 10: 1899332898ISBN 13: 9781899332892
Da: HPB-Red, Dallas, TX, U.S.A.
Libro
hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!.
Editore: Risk Publications, 2000
ISBN 10: 1899332898ISBN 13: 9781899332892
Da: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Libro
Hardcover. Condizione: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.01.
Editore: PUF, 1990
ISBN 10: 2130427480ISBN 13: 9782130427483
Da: Librairie Parrêsia, Figeac, Francia
Libro
Condizione: Used: Good. Obligations et clauses optionnelles : principes d'évaluation |R. Gibson| PUF, 1990. In-8° broché, 242 pages. Couverture propre aux coins légèrement frottés. Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Bon état général pour cet ouvrage [BA 31+].
Editore: Université de Genève, Départment COMIN, Geneva, 1982
Da: Bolerium Books Inc., San Francisco, CA, U.S.A.
102p., plastic binding with cracked spine. 8.5x11 inches. Analysis of Swiss involvement in the petroleum industry. Text in French.
Editore: PUF, 1990
ISBN 10: 2130427480ISBN 13: 9782130427483
Da: Le Monde de Kamélia, Bruxelles, Belgio
Libro
Condizione: 2. Livraison rapide, bien emballà , service client soignà .
Editore: Blacklick, Ohio, U.S.A.: McGraw-Hill, 1991
ISBN 10: 0070234477ISBN 13: 9780070234475
Da: Bingo Books 2, Vancouver, WA, U.S.A.
Libro
Hardcover. Condizione: Fine. HARDBACK BOOK IN NEAR FINE CONDITION. STAMPED [EXAMINATION COPY].
Editore: McGraw-Hill, 1991
ISBN 10: 0070234477ISBN 13: 9780070234475
Da: HPB-Red, Dallas, TX, U.S.A.
Libro
hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!.
Editore: Risk Publications, 2000
ISBN 10: 1899332898ISBN 13: 9781899332892
Da: Librairie Parrêsia, Figeac, Francia
Libro
Condizione: Used: Very Good. Model Risk: Concepts, Calibration and Pricing | R. Gibson | Risk Books, 2000. In-4° cartonné, 330p. Couverture propre. Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage.Très bon exemplaire [BA 45+].
ISBN 10: 3727294957ISBN 13: 9783727294952
Da: suspiratio - online bücherstube, Basel, Svizzera
Libro
Softcover. Condizione: Sehr gut. Taschenbuch: 132 Seiten Verlag: Stämpfli Verlag (1996)sehr gut nurxl-443.
Editore: Now Publishers, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Libro
Condizione: New.
Editore: Now Publishers Inc, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro Print on Demand
Soft Cover. Condizione: new. This item is printed on demand.
Editore: Now Publishers, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Libro Print on Demand
PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Editore: Now Publishers Inc, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: Ria Christie Collections, Uxbridge, Regno Unito
Libro Print on Demand
Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Editore: Now Publishers, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Libro Print on Demand
PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Editore: now publishers Inc, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Libro Print on Demand
Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Editore: Now Publishers Inc, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Inhaltsverzeichnis1. Introduction. 2. Term Structure Models Taxonomy. 3. Our Mathematical Framework. 4. Economic Theories of the Term Structure of Interest Rates. 5. Short Term Rate Models. 6. Univariate and Multivariate HJM models.
Editore: Now Publishers Inc, 2010
ISBN 10: 1601983727ISBN 13: 9781601983725
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro Print on Demand
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives. The authors offer a unifying framework in which most continuous-time term structure models can be viewed and compared in terms of their similarities, their idiosyncratic features, and their main contributions and limitations.Modeling the Term Structure of Interest Rates is organized as follows: Section 1 presents the main objectives and basic definitions and notation; Section 2 proposes an interest rate models' taxonomy; and Section 3 introduces the mathematical framework used throughout the survey. Section 4 presents the main economic theories of the term structure of interest rates. Section 5 provides a unifying framework to present the family of short-term rate-based term structure models, which encompasses some of the most popular one and multi-factor short-term rate models developed at earlier stages of the term structure modeling literature. Section 6 reviews the second family of forward rate-based models grouped under the name the Heath, Jarrow and Morton (1992) family of term structure models. Section 7 presents the recently developed Libor or market models while preserving the same unifying mathematical framework. Section 8 surveys the empirical evidence on interest rate models' estimation and calibration issues and list selected empirical references which are useful for practitioners interested in the validity and performance of these models. Section 9 introduces a novel approach to characterize and quantify the degree of model misspecification associated with interest rate models. Section 10 discusses some of the challenges posed by running simulations of continuous-time term structure models. Section 11 concludes the survey. Finally, some useful mathematical results can be found in the Appendices.