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Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 45,03
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 46,85
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Condizione: New.
Condizione: New. 150.
Da: killarneybooks, Inagh, CLARE, Irlanda
Prima edizione
EUR 39,50
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Aggiungi al carrelloHardcover. Condizione: Good. 1st Edition. Hardcover, xiii + 719 pages, NOT ex-library. Weight: 1.4kg. Yellow highlighting on 3 pages; pencil marks on one page; faint grubby yellow marks in margins of a few leaves (not affecting the readability of text). Else interior is clean and bright, free of inscriptions and stamps, firmly bound. Grubby yellow marks on edges of a portion of leaves externally. Edgeworn dust jacket with a tear to lower front panel. -- Contents: Introduction; I Financial Markets and Popular Models 1 Financial Markets: Data, Basics and Derivatives [Introduction and Objectives; Financial Time-Series, Statistical Properties of Market Data and Invariants; Implied Volatility Surfaces and Volatility Dynamics; Applications; General Remarks on Notation; Summary and Conclusions; Appendix: Quotes] 2 Diffusion Models [Introduction and Objectives; Local Volatility Models; Stochastic Volatility Models; Stochastic Volatility and Stochastic Rates Models; Summary and Conclusions] 3 Models with Jumps [Introduction and Objectives; Poisson Processes and Jump Diffusions; Exponential Lévy Models; Other Models; Martingale Correction; Summary and Conclusions] 4 Multi-Dimensional Models [Introduction and Objectives; Multi-Dimensional Diffusions; Multi-Dimensional Heston and SABR Models; Parameter Averaging; Markovian Projection; Copulae; Multi-Dimensional Variance Gamma Processes; Summary and Conclusions]; II Numerical Methods and Recipes 5 Option Pricing by Transform Techniques and Direct Integration [Introduction and Objectives; Fourier Transform; Carr-Madan Method; Lewis Method; Attari Method; Convolution Method; Cosine Method; Comparison, Stability and Performance; Extending the Methods to Forward Start Options; Density Recovery; Summary and Conclusions] 6 Advanced Topics Using Transform Techniques [Introduction and Objectives; Pricing Non-Standard Vanilla Options; Bermudan and American Options; Cosine Method and Barrier Options; Greeks; Summary and Conclusions] 7 Monte Carlo Simulation and Applications [Introduction and Objectives; Sampling Diffusion Processes; Special Purpose Schemes; Adding Jumps; Bridge Sampling; Libor Market Model; Multi-Dimensional Lévy Models; Copulae; Summary and Conclusions] 8 Monte Carlo Simulation: Advanced Issues [Introduction and Objectives; Monte Carlo and Early Exercise; Greeks with Monte Carlo; Euler Schemes and General Greeks; Application to Trigger Swap; Summary and Conclusions; Appendix: Trees] 9 Calibration and Optimization [Introduction and Objectives; Nelder-Mead Method; Levenberg-Marquardt Method; L-BFGS Method; SQP Method; Differential Evolution; Simulated Annealing; Summary and Conclusions] 10 Model Risk: Calibration, Pricing and Hedging [Introduction and Objectives; Calibration; Pricing Exotic Options; Hedging; Summary and Conclusions]; III Implementation, Software Design and Mathematics 11 Matlab: Basics [Introduction and Objectives; General Remarks; Matrices, Vectors and Cell Arrays; Functions and Function Handles; Toolboxes; Useful Functions and Methods; Plotting; Summary and Conclusions] 12 Matlab: Object Oriented Development [Introduction and Objectives; Matlab OO Model; A Model Class Hierarchy; A Pricer Class Hierarchy; An Optimizer Class Hierarchy; Design Patterns; Example: Calibration Engine; Example: The Libor Market Model and Greeks; Summary and Conclusions] 13 Math Fundamentals [Introduction and Objectives; Probability Theory and Stochastic Processes; Numerical Methods for Stochastic Processes; Basics on Complex Analysis; Characteristic Function and Fourier Transform; Summary and Conclusions]; List of Figures; List of Tables; Bibliography; Index.
Da: Revaluation Books, Exeter, Regno Unito
EUR 73,91
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Aggiungi al carrelloPaperback. Condizione: Brand New. 207 pages. 9.00x6.25x0.75 inches. In Stock.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 89,57
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 90,78
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 80,63
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Aggiungi al carrelloPaperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Da: Majestic Books, Hounslow, Regno Unito
EUR 66,52
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Da: Majestic Books, Hounslow, Regno Unito
EUR 68,58
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Aggiungi al carrelloCondizione: New. Print on Demand 150.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 68,72
Quantità: 4 disponibili
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Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 70,78
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND 150.
Da: moluna, Greven, Germania
EUR 44,31
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Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Joerg Kienitz is Partner at Quaternion Risk Management where he is responsible for business development, pricing models research and risk management consulting. Prior to this he was a Director at Deloitte and Co-lead of the quant team. Before joini.
Da: moluna, Greven, Germania
EUR 44,31
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Joerg Kienitz is Partner at Quaternion Risk Management where he is responsible for business development, pricing models research and risk management consulting. Prior to this he was a Director at Deloitte and Co-lead of the quant team. Before joini.
Da: preigu, Osnabrück, Germania
EUR 46,20
Quantità: 5 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Interest Rate Derivatives Explained: Volume 2 | Term Structure and Volatility Modelling | Jörg Kienitz (u. a.) | Taschenbuch | xxvii | Englisch | 2018 | Palgrave Macmillan | EAN 9781349953783 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.