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In. N° de ref. del artículo ria9780471975236_new
As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models-both those actively used in practice as well as theoretical models still 'waiting in the wings'.
Interest rate models, implementation methods and estimation issues are discussed at length by the authors as are important new developments such as kernel estimation techniques, economic based models, implied pricing methods and models on manifolds.
Providing balanced coverage of both the practical use of models and the theory that underlies them, Interest Rate Modelling adopts an implementation orientation throughout, making it an ideal resource for both practitioners and researchers.
Acerca del autor:
JESSICA JAMES is Head of Research for Bank One's Strategic Risk Management group, based in the UK. Jessica started life as a physicist at Manchester University and completed her DPhil in Theoretical Atomic and Nuclear Physics at Christ Church, Oxford, under Professor Sandars. After a year as a college lecturer at Trinity, Oxford, she began work at he First National Bank of Chicago, now Bank One, where she still works. She is well known as a speaker on the conference circuit, lecturing on a variety of topics such as VaR, capital allocation, credit derivatives and interest rate modelling, and ahs published articles on various aspects of financial modelling.
NICK WEBBER is a lecturer in Finance at Warwick Business School. Prior to his academic career, Nick has had extensive experience in the industrial and commercial world in operational research and computing. After obtaining a PhD in Theoretical Physics from Imperial College he began research into financial options. His main area of research centres on interest rate modelling and computational finance. He ahs taught practitioner and academic course for many years, chiefly on options and interest rates.
Título: Interest Rate Modelling
Editorial: Wiley
Año de publicación: 2000
Encuadernación: Encuadernación de tapa dura
Condición: New
Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de America
Condición: Acceptable. Item in acceptable condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Nº de ref. del artículo: 00101746216
Cantidad disponible: 1 disponibles
Librería: Better World Books Ltd, Dunfermline, Reino Unido
Condición: Very Good. 1st Edition. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Nº de ref. del artículo: GRP91851235
Cantidad disponible: 1 disponibles
Librería: Ammareal, Morangis, Francia
Hardcover. Condición: Très bon. Ancien livre de bibliothèque avec équipements. Edition 2000. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 2000. Ammareal gives back up to 15% of this item's net price to charity organizations. Nº de ref. del artículo: H-527-896
Cantidad disponible: 1 disponibles
Librería: Studibuch, Stuttgart, Alemania
hardcover. Condición: Gut. 672 Seiten; 9780471975236.3 Gewicht in Gramm: 2. Nº de ref. del artículo: 1064651
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Librería: Better World Books, Mishawaka, IN, Estados Unidos de America
Condición: Very Good. 1st Edition. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Nº de ref. del artículo: 5075601-6
Cantidad disponible: 1 disponibles
Librería: Bingo Books 2, Vancouver, WA, Estados Unidos de America
Hardcover. Condición: Near Fine. Estado de la sobrecubierta: Near Fine. hardback book and dust jacket in near fine condition. Nº de ref. del artículo: 90767
Cantidad disponible: 1 disponibles
Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de America
hardcover. Condición: New. In shrink wrap. Looks like an interesting title! Nº de ref. del artículo: Q-0471975230
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 10829-n
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 10829-n
Cantidad disponible: Más de 20 disponibles
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: FW-9780471975236
Cantidad disponible: 15 disponibles