9783540221494 - interest rate models-theory and practice: with smile, inflation and credit di brigo, damiano; mercurio, fabio (33 risultati)
Lingua: Inglese
Editore: Springer, 2006
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Lingua: Inglese
Editore: Springer, 2006
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Condizione: Good. . . All orders guaranteed and ship within 24 hours. Before placing your order for please contact us for confirmation on the book's binding. Check out our other listings to add to your order for discounted shipping.
Lingua: Inglese
Editore: Springer, 2006
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Lingua: Inglese
Editore: Springer, 2006
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Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
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Lingua: Inglese
Editore: Springer, 2006
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Da: Books From California, Simi Valley, CA, U.S.A.Books From California
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hardcover. Condizione: Very Good.
Lingua: Inglese
Editore: Springer, 2006
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Condizione: good. Has a sturdy binding with some shelf wear. May have some markings or highlighting. Used copies may not include access codes or Cd's. Slight bending may be present.
Lingua: Inglese
Editore: Springer, 2006
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Da: Marlton Books, Bridgeton, NJ, U.S.A.Marlton Books
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Condizione: Good. Has some wear and creases. Has a remainder mark. hardcover Used - Good.
Lingua: Inglese
Editore: Springer, 2006
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Da: Books From California, Simi Valley, CA, U.S.A.Books From California
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hardcover. Condizione: Fine.
Lingua: Inglese
Editore: Springer, 2006
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Da: Greener Books, London, Regno UnitoGreener Books
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Hardcover. Condizione: Used; Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books.
Lingua: Inglese
Editore: Springer, 2006
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer Verlag;, 2006
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Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germaniabooks4less (Versandantiquariat Petra Gros GmbH & Co. KG)
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gebundene Ausgabe. Condizione: Gut. 981 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1550.
Lingua: Inglese
Editore: Springer, 2006
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Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Lingua: Inglese
Editore: Springer, 2006
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Da: medimops, Berlin, Germaniamedimops
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Condizione: good. 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.
Lingua: Inglese
Editore: Springer, 2006
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: New.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2006
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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Hardcover. Condizione: new. Hardcover. The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibrat…ion outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered.The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of convertible bonds and inflation-linked derivatives.Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives - mostly Credit Default Swaps (CDS) and CDS Options - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Springer, 2006
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 141,04
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Condizione: New. In English.
Lingua: Inglese
Editore: Springer, 2006
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2006
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer, 2006
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Da: GoldBooks, Denver, CO, U.S.A.GoldBooks
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Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.
Lingua: Inglese
Editore: Springer, 2006
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer, 2006
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Da: California Books, Miami, FL, U.S.A.California Books
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Condizione: New.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2006
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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Hardback. Condizione: New. 2nd ed. 2006. When implementing mathematical models for pricing interest rate derivatives one must address a number of practical issues such as the choice of a satisfactory model, the calibration to market data, the implementation of efficient routines, and so on. This book explains how models work and… how to implement them for concrete pricing. The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, a discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. The fast-growing interest for hybrid products has led to a new chapter, with a special focus devoted to the pricing of convertible bonds and inflation-linked derivatives.
Lingua: Inglese
Editore: Springer, 2006
- Rilegato
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 1042 3rd Corrected Printing.
Lingua: Inglese
Editore: Springer, 2006
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous inst…antaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into several new chapters. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to new chapters. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.
Lingua: Inglese
Editore: Springer Verlag, 2006
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Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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Condizione: gut. 2006. Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit. Springer Finance In deutscher Sprache. pages.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2006
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Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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Hardcover. Condizione: new. Hardcover. The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibrat…ion outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered.The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of convertible bonds and inflation-linked derivatives.Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives - mostly Credit Default Swaps (CDS) and CDS Options - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2006
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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Hardback. Condizione: New. 2nd ed. 2006. When implementing mathematical models for pricing interest rate derivatives one must address a number of practical issues such as the choice of a satisfactory model, the calibration to market data, the implementation of efficient routines, and so on. This book explains how models work and… how to implement them for concrete pricing. The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, a discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. The fast-growing interest for hybrid products has led to a new chapter, with a special focus devoted to the pricing of convertible bonds and inflation-linked derivatives.
Lingua: Inglese
Editore: Springer Verlag, 2006
- Rilegato
- Print on Demand
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 144,20
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Hardcover. Condizione: Brand New. 2nd edition. 981 pages. 9.50x6.50x1.75 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg Aug 2006, 2006
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 149,79
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of th…e exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into several new chapters. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to new chapters. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments. 1040 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2006
- Rilegato
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Da: moluna, Greven, Germaniamoluna
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EUR 127,40
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Authors work as Head of Credit Models and Head of Financial Models at an Italian bank, this first-hand contact with trading gives them a practical insights on the subjectAccessible overview of interest rate models, b…ook brings the practitione.
