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Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
Libro
gebundene Ausgabe. Condizione: Gut. 435 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 900.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Corner of a Foreign Field, Tokyo, TOKYO, Giappone
Libro Prima edizione
Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. 1st Edition. 2013.Hardcover.Very good,very good.435 pages.Ships from Japan.Usually ships in 1-2 working days.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: HPB-Red, Dallas, TX, U.S.A.
Libro
Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: SecondSale, Montgomery, IL, U.S.A.
Libro
Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Books Unplugged, Amherst, NY, U.S.A.
Libro
Condizione: Good. Buy with confidence! Book is in good condition with minor wear to the pages, binding, and minor marks within.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: GreatBookPrices, Columbia, MD, U.S.A.
Libro
Condizione: As New. Unread book in perfect condition.
Editore: Wiley 2013-03-15, Chichester, West Sussex, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Blackwell's, London, Regno Unito
Libro
hardback. Condizione: New. Language: ENG.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: GreatBookPrices, Columbia, MD, U.S.A.
Libro
Condizione: New.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Brook Bookstore, Milano, MI, Italia
Libro
Condizione: new.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
Libro
Condizione: New.
Editore: John Wiley & Sons Inc, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Libro
Hardback. Condizione: New. New copy - Usually dispatched within 4 working days. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
Libro
Condizione: As New. Unread book in perfect condition.
Editore: John Wiley & Sons Inc, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Libro Prima edizione
Condizione: New. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. Series: Wiley Finance Series. Num Pages: 464 pages, illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 175 x 250 x 30. Weight in Grams: 938. . 2013. 1st Edition. Hardcover. . . . .
Editore: John Wiley & Sons Inc, New York, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Grand Eagle Retail, Wilmington, DE, U.S.A.
Libro Prima edizione
Hardcover. Condizione: new. Hardcover. The books content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular concrete financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a feel for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Editore: John Wiley & Sons Inc, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Revaluation Books, Exeter, Regno Unito
Libro
Hardcover. Condizione: Brand New. 1st edition. 464 pages. 10.00x7.00x1.25 inches. In Stock.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Books Unplugged, Amherst, NY, U.S.A.
Libro
Condizione: New. Buy with confidence! Book is in new, never-used condition.
Editore: John Wiley & Sons, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: moluna, Greven, Germania
Libro
Gebunden. Condizione: New. Professor Damiano Brigo is Chair of Mathematical Finance and co-Head of Group at Imperial College, London. Damiano is also Director of the Capco Research Institute. His previous roles include Gilbart Professor and Head of Group at King s College, Managing D.
Editore: John Wiley & Sons Inc, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Kennys Bookstore, Olney, MD, U.S.A.
Libro
Condizione: New. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. Series: Wiley Finance Series. Num Pages: 464 pages, illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 175 x 250 x 30. Weight in Grams: 938. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: GoldBooks, Denver, CO, U.S.A.
Libro
Hardcover. Condizione: very good. Very Good Copy. Customer Service Guaranteed.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: GoldenWavesOfBooks, Fayetteville, TX, U.S.A.
Libro
Hardcover. Condizione: new. New. Fast Shipping and good customer service.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Front Cover Books, Denver, CO, U.S.A.
Libro
Condizione: new.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: Wizard Books, Long Beach, CA, U.S.A.
Libro
Hardcover. Condizione: new. New.
Editore: John Wiley & Sons Inc, New York, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: CitiRetail, Stevenage, Regno Unito
Libro Prima edizione
Hardcover. Condizione: new. Hardcover. The books content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular concrete financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a feel for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Editore: John Wiley & Sons Inc, New York, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: AussieBookSeller, Truganina, VIC, Australia
Libro Prima edizione
Hardcover. Condizione: new. Hardcover. The books content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular concrete financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a feel for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered. * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Editore: Wiley, 2013
ISBN 10: 047074846XISBN 13: 9780470748466
Da: GoldBooks, Denver, CO, U.S.A.
Libro
Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.