Da: Anybook.com, Lincoln, Regno Unito
EUR 8,65
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Good. Volume 165. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783319334455.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 57,90
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 65,20
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Buchmarie, Darmstadt, Germania
EUR 28,70
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Good.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 59,84
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Majestic Books, Hounslow, Regno Unito
EUR 67,41
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 59,83
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 65,91
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Revaluation Books, Exeter, Regno Unito
EUR 91,08
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 449 pages. 9.50x6.25x1.25 inches. In Stock.
Lingua: Inglese
Editore: Springer, Palgrave Macmillan, 2016
ISBN 10: 331933445X ISBN 13: 9783319334455
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 53,49
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:- Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.- Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.- Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 46,22
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer International Publishing Dez 2016, 2016
ISBN 10: 331933445X ISBN 13: 9783319334455
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 53,49
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:- Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.- Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.- Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate. 460 pp. Englisch.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 82,64
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Springer International Publishing, 2016
ISBN 10: 331933445X ISBN 13: 9783319334455
Da: moluna, Greven, Germania
EUR 48,37
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. Explores recent developments in derivative pricing, fixed-income and interest rate modelingCasts new light on counterparty and liquidity risk in a global derivatives market with a special focus on valuation adjustmentsFeatures authorita.
Lingua: Inglese
Editore: Springer, Palgrave Macmillan Dez 2016, 2016
ISBN 10: 331933445X ISBN 13: 9783319334455
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 53,49
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:¿ Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.¿ Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.¿ Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities.A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 460 pp. Englisch.