Da: Corner of a Foreign Field, Tokyo, TOKYO, Giappone
Prima edizione
EUR 40,22
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. 1st Edition. 2013.Hardcover.Very good,very good.435 pages.Ships from Japan.Usually ships in 1-2 working days.
hardcover. Condizione: Good.
EUR 77,09
Quantità: 15 disponibili
Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 84,05
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 84,25
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 77,40
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: new.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 78,29
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 77,08
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 83,49
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
EUR 100,89
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New. pp. 464.
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Prima edizione
EUR 97,53
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. Series: Wiley Finance Series. Num Pages: 464 pages, illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 175 x 250 x 30. Weight in Grams: 938. . 2013. 1st Edition. Hardcover. . . . .
Condizione: New. pp. 464.
Da: Kennys Bookstore, Olney, MD, U.S.A.
EUR 122,70
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. Series: Wiley Finance Series. Num Pages: 464 pages, illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 175 x 250 x 30. Weight in Grams: 938. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
EUR 87,75
Quantità: Più di 20 disponibili
Aggiungi al carrelloGebunden. Condizione: New. Professor Damiano Brigo is Chair of Mathematical Finance and co-Head of Group at Imperial College, London. Damiano is also Director of the Capco Research Institute. His previous roles include Gilbart Professor and Head of Group at King s College, Managing D.
EUR 108,48
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Neuware - The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity.The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems.The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation.Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered.
Da: Revaluation Books, Exeter, Regno Unito
EUR 107,07
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 464 pages. 10.00x7.00x1.25 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: John Wiley & Sons Inc, New York, 2013
ISBN 10: 047074846X ISBN 13: 9780470748466
Da: CitiRetail, Stevenage, Regno Unito
Prima edizione Print on Demand
EUR 85,24
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: new. Hardcover. The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.