Artículos relacionados a The LIBOR Market Model and its Application in the SAFEX-JIBA...
The LIBOR Market Model and its Application in the SAFEX-JIBAR Market: We construct and implement LIBOR and Swaptions market models for the South African market - Tapa blanda
Reseña del editor:
The main objective of this work is to construct and implement a LIBOR market model and a Swaptions market model for the South African market.In his Thesis, Victor Gumbo starts by recapitulating the basic theory of arbitrage pricing, forward measures and term structure models for zero-coupon bonds. He goes on to describe and analyze the LIBOR market models. Apart from the standard models, he goes on to discusses market practice and provides numerous formulae for pricing as well as terminal measure existence. In Chapter 3, he gives a similar outline for Swap Market models. It should be emphasized that these models are quite complicated from a theoretical point of view but Victor manages to give an extremely pedagical account of this difficult theory.
Biografía del autor:
Victor Gumbo is a Zimbabwean national who studied undergraduate Mathematics in Cuba between 1988 and 1993. Thereafter he studied Hons Mathematics at the University of Zimbabwe (1995) before doing a Masters in Mathematics of Finance at the University of Pretoria, in 2002. He then went to do his PhD in Operations Research with UNISA.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialLAP LAMBERT Academic Publishing
- Año de publicación2011
- ISBN 10 3838353722
- ISBN 13 9783838353722
- EncuadernaciónTapa blanda
- Número de páginas100
Comprar nuevo
Ver este artículo
EUR 52,41
Gastos de envío:
EUR 11,72
De Reino Unido a Estados Unidos de America
Los mejores resultados en AbeBooks
Imagen de archivo
The LIBOR Market Model and its Application in the SAFEX-JIBAR Market
Publicado por
LAP Lambert Academic Publishing
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
Tapa blanda
Cantidad disponible: > 20
Librería:
Valoración
Descripción Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9783838353722_lsuk
Comprar nuevo
EUR 52,41
Convertir moneda
Gastos de envío:
EUR 11,72
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen de archivo
The LIBOR Market Model and its Application in the SAFEX-JIBAR Market: We construct and implement LIBOR and Swaptions market models for the South African market
Publicado por
LAP LAMBERT Academic Publishing
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
Tapa blanda
Cantidad disponible: > 20
Librería:
Valoración
Descripción Condición: New. Nº de ref. del artículo: ABLING22Oct2817100594299
Comprar nuevo
EUR 62,27
Convertir moneda
Imagen de archivo
The LIBOR Market Model and its Application in the SAFEX-JIBAR Market
Publicado por
LAP Lambert Academic Publishing 2011-05
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
PF
Cantidad disponible: 10
Librería:
Valoración
Descripción PF. Condición: New. Nº de ref. del artículo: 6666-IUK-9783838353722
Comprar nuevo
EUR 49,10
Convertir moneda
Gastos de envío:
EUR 17,60
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen del vendedor
The LIBOR Market Model and its Application in the SAFEX-JIBAR Market
Publicado por
LAP LAMBERT Academic Publishing Mai 2011
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
Taschenbuch
Cantidad disponible: 2
Librería:
Valoración
Descripción Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The main objective of this work is to construct and implement a LIBOR market model and a Swaptions market model for the South African market.In his Thesis, Victor Gumbo starts by recapitulating the basic theory of arbitrage pricing, forward measures and term structure models for zero-coupon bonds. He goes on to describe and analyze the LIBOR market models. Apart from the standard models, he goes on to discusses market practice and provides numerous formulae for pricing as well as terminal measure existence. In Chapter 3, he gives a similar outline for Swap Market models. It should be emphasized that these models are quite complicated from a theoretical point of view but Victor manages to give an extremely pedagical account of this difficult theory. 100 pp. Englisch. Nº de ref. del artículo: 9783838353722
Comprar nuevo
EUR 49,00
Convertir moneda
Gastos de envío:
EUR 23,00
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen de archivo
The LIBOR Market Model and its Application in the SAFEXJIBAR Market We construct and implement LIBOR and Swaptions market models for the South African market
Publicado por
LAP LAMBERT Academic Publishing
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
PAP
Cantidad disponible: > 20
Librería:
Valoración
Descripción PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: L0-9783838353722
Comprar nuevo
EUR 73,55
Convertir moneda
Imagen del vendedor
The LIBOR Market Model and its Application in the SAFEX-JIBAR Market : We construct and implement LIBOR and Swaptions market models for the South African market
Publicado por
LAP LAMBERT Academic Publishing
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
Taschenbuch
Cantidad disponible: 1
Librería:
Valoración
Descripción Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The main objective of this work is to construct and implement a LIBOR market model and a Swaptions market model for the South African market.In his Thesis, Victor Gumbo starts by recapitulating the basic theory of arbitrage pricing, forward measures and term structure models for zero-coupon bonds. He goes on to describe and analyze the LIBOR market models. Apart from the standard models, he goes on to discusses market practice and provides numerous formulae for pricing as well as terminal measure existence. In Chapter 3, he gives a similar outline for Swap Market models. It should be emphasized that these models are quite complicated from a theoretical point of view but Victor manages to give an extremely pedagical account of this difficult theory. Nº de ref. del artículo: 9783838353722
Comprar nuevo
EUR 49,00
Convertir moneda
Gastos de envío:
EUR 32,99
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen de archivo
The LIBOR Market Model and its Application in the SAFEXJIBAR Market We construct and implement LIBOR and Swaptions market models for the South African market
Publicado por
LAP LAMBERT Academic Publishing
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
PAP
Cantidad disponible: > 20
Librería:
Valoración
Descripción PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: L0-9783838353722
Comprar nuevo
EUR 54,89
Convertir moneda
Gastos de envío:
EUR 29,35
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen del vendedor
The LIBOR Market Model and its Application in the SAFEX-JIBAR Market
Publicado por
LAP LAMBERT Academic Publishing
(2011)
ISBN 10: 3838353722
ISBN 13: 9783838353722
Nuevo
Tapa blanda
Cantidad disponible: > 20
Librería:
Valoración
Descripción Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Gumbo VictorVictor Gumbo is a Zimbabwean national who studied undergraduate Mathematics in Cuba between 1988 and 1993. Thereafter he studied Hons Mathematics at the University of Zimbabwe (1995) before doing a Masters in Mathemati. Nº de ref. del artículo: 5415776
Comprar nuevo
EUR 41,05
Convertir moneda
Gastos de envío:
EUR 48,99
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío