9783540221494 - interest rate models-theory and practice: with smile, inflation and credit di brigo, damiano; mercurio, fabio (28 risultati)
Lingua: Inglese
Editore: Springer, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: New Legacy Books, Annandale, NJ, U.S.A.New Legacy Books
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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
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Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
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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
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In English.
Lingua: Inglese
Editore: Springer, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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
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Da: California Books, Miami, FL, U.S.A.California Books
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Lingua: Inglese
Editore: Springer, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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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
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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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 and Co. KG, DE, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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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
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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, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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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
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: moluna, Greven, Germaniamoluna
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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.
Lingua: Inglese
Editore: Springer, Springer Vieweg Aug 2006, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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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
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. Print on Demand pp. 1042 Illus.
Lingua: Inglese
Editore: Springer, 2006
Serie: Springer Finance, Libro 27 di 53. Libro 27 di 53 - Springer Finance
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- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 1042.
