Isbn: 9780521889285 - interest rates and coupon bonds in quantum finance (17 risultati)

Hardback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condizione: very good. Gently used. May include previous owner's signature or bookplate on the front endpaper, sticker on back and/or remainder mark on text block.

Condizione: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condizione: New. pp. xviiii + 490 25 Illus.

Condizione: New.

Condizione: New. In English.

Condizione: New. Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance. Num Pages: 508 pages, 25 b/w illus. BIC Classification: KFF; PBW. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 252 x 176 x 28. Weight in Grams: 1136. . 2009. Illustrated. hardcover. . . . .…

Hardcover. Condizione: New Books. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.…

Condizione: New. Provides physicists and mathematicians researching in finance, and professionals working in the finance industry, with a new perspective on finance. Num Pages: 508 pages, 25 b/w illus. BIC Classification: KFF; PBW. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 252 x 176 x 28. Weight in Grams: 1136. . 2009. Illustrated. hardcover. . . . . Books ship from the US and Ireland.…

Hardcover. Condizione: Brand New. 1st edition. 550 pages. 9.50x7.00x1.00 inches. In Stock.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing on interest rates and coupon bonds, this book does not employ stochastic calculus - the bedrock of the present day mathematical finance - for any of the derivations. Instead, it analyzes interest rates and coupon bonds using quantum finance. The Heath-Jarrow-Morton and the Libor Market Model are generalized by realizing the forward and Libor interest rates as an imperfectly correlated quantum field. Theoretical models have been calibrated and tested using bond and interest rates market data. Building on the principles formulated in the author's previous book (Quantum Finance, Cambridge University Press, 2004) this ground-breaking book brings together a diverse collection of theoretical and mathematical interest rate models. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry.…

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Hardcover. Condizione: new. Hardcover. The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing on interest rates and coupon bonds, this book does not employ stochastic calculus the bedrock of the present day mathematical finance for any of the derivations. Instead, it analyzes interest rates and coupon bonds using quantum finance. The Heath-Jarrow-Morton and the Libor Market Model are generalized by realizing the forward and Libor interest rates as an imperfectly correlated quantum field. Theoretical models have been calibrated and tested using bond and interest rates market data. Building on the principles formulated in the author's previous book (Quantum Finance, Cambridge University Press, 2004) this ground-breaking book brings together a diverse collection of theoretical and mathematical interest rate models. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry. The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. This ground-breaking book will provide physicists and mathematicians researching in finance, and professionals working in the finance industry, with a completely different perspective on finance. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. This ground-breaking book will provide physicists and mathematicians researching in finance, and profe.…