9783540221494 - interest rate models-theory and practice: with smile, inflation and credit di brigo, damiano; mercurio, fabio (31 risultati)
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: New Legacy Books, Annandale, NJ, U.S.A.New Legacy Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 80,87
EUR 2,17 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
hardcover. Condizione: Very Good. Fast shipping and order satisfaction guaranteed. A portion of your purchase benefits Non-Profit Organizations, First Aid and Fire Stations.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 86,20
Spedizione gratuitaSpedito in U.S.A.Quantità: 2 disponibili
Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: medimops, Berlin, Germaniamedimops
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 74,00
EUR 10,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Greener Books, London, , Regno UnitoGreener Books
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Buono
EUR 72,35
EUR 18,44 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Goodbooks Company, Springdale, AR, U.S.A.Goodbooks Company
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 87,96
EUR 4,35 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 103,48
EUR 6,06 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer Verlag; 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, , Germaniabooks4less (Versandantiquariat Petra Gros GmbH & Co. KG)
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 72,95
EUR 34,95 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 125,23
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 3 stelleCondizione: Nuovo
EUR 118,26
EUR 13,50 spedizioneSpedito da Italia a U.S.A.Quantità: 5 disponibili
Condizione: new.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 136,99
EUR 2,30 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Condizione: New.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 128,96
EUR 17,30 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: New.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 152,98
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Brook Bookstore, Milano, MI, ItaliaBrook Bookstore
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 113,52
EUR 37,99 spedizioneSpedito da Italia a U.S.A.Quantità: 5 disponibili
Condizione: new.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 139,38
EUR 13,81 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In English.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 157,79
EUR 2,30 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 170,54
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 154,61
EUR 17,30 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 192,72
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. 2nd ed. 2006. 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 calibr…ation 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.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: GoldBooks, Denver, CO, U.S.A.GoldBooks
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 205,46
EUR 4,79 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 214,27
EUR 3,48 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. pp. 1042 3rd Corrected Printing.
Lingua: Inglese
Editore: Springer, Springer Vieweg 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 149,79
EUR 68,51 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
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 Berlin and Heidelberg GmbH and Co. KG, DE 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 181,62
EUR 74,95 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. 2nd ed. 2006. 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 calibr…ation 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.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 228,91
EUR 32,24 spedizioneSpedito da Australia a U.S.A.Quantità: 1 disponibili
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 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 141,70
EUR 10,79 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
HRD. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 155,26
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
HRD. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Springer Verlag 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 142,51
EUR 23,06 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 149,79
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: moluna, Greven, , Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 127,40
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
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.
Lingua: Inglese
Editore: Springer, Springer Vieweg Aug 2006 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 149,79
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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, an…d 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 1040 pp. Englisch.
Lingua: Inglese
Editore: Springer 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 220,41
EUR 7,49 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 1042 Illus.
