John schoenmakers (15 resultados)
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Librería: Basi6 International, Irving, TX, Estados Unidos de AmericaBasi6 International
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EUR 105,95
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 10 disponibles
Condición: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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Librería: Three Hegemons Books, Brooklyn, NY, Estados Unidos de AmericaThree Hegemons Books
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EUR 155,82
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hardcover. Condición: Good. Some wear on edge of back cover. No marks in text.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 161,04
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Condición: New. 1st ed. 2018 edition NO-PA16APR2015-KAP.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 255,06
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Condición: New.
Idioma: Inglés
Editorial: Taylor & Francis Inc, 2005
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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- Primera edición
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 257,42
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Hardcover. Condición: new. Hardcover. The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such as Bermu…dan callable structures is considered highly non-trivial. In recent studies, author John Schoenmakers and his colleagues developed a fast and robust implied method for calibrating the Libor model and a new generic procedure for the pricing of callable derivative instruments in this model. Within a compact, self-contained review of the requisite mathematical theory on interest rate modelling, Robust Libor Modelling and Pricing of Derivative Products introduces the author's new approaches and their impact on Libor modelling and derivative pricing. Discussions include economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and lognormal approximations suitable for the Libor market model.A look at the available literature on Libor modelling shows that the issues surrounding instabilty of calibration and its consequences have not been well documented, and an effective general approach for treating Bermudan callable Libor products has been missing. This book fills these gaps and with clear illustrations, examples, and explanations, offers new methods that surmount some of the Libor model's thornier obstacles. Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and lognormal approximations. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 266,31
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Condición: As New. Unread book in perfect condition.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 271,63
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Condición: As New. Unread book in perfect condition.
Idioma: Inglés
Editorial: Chapman & Hall, 2005
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 303,33
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Hardcover. Condición: Brand New. 1st edition. 202 pages. 9.25x6.25x0.75 inches. In Stock.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 309,29
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Condición: New.
Idioma: Inglés
Editorial: Taylor & Francis Inc, 2005
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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- Primera edición
Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 376,57
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Hardcover. Condición: new. Hardcover. The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such as Bermu…dan callable structures is considered highly non-trivial. In recent studies, author John Schoenmakers and his colleagues developed a fast and robust implied method for calibrating the Libor model and a new generic procedure for the pricing of callable derivative instruments in this model. Within a compact, self-contained review of the requisite mathematical theory on interest rate modelling, Robust Libor Modelling and Pricing of Derivative Products introduces the author's new approaches and their impact on Libor modelling and derivative pricing. Discussions include economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and lognormal approximations suitable for the Libor market model.A look at the available literature on Libor modelling shows that the issues surrounding instabilty of calibration and its consequences have not been well documented, and an effective general approach for treating Bermudan callable Libor products has been missing. This book fills these gaps and with clear illustrations, examples, and explanations, offers new methods that surmount some of the Libor model's thornier obstacles. Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and lognormal approximations. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 445,75
Envío por EUR 9,08Se envía dentro de Estados Unidos de AmericaCantidad disponible: 10 disponibles
Condición: New. Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and logn…ormal approximations. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 224 pages, 12 black & white illustrations, 43 black & white tables. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 18. Weight in Grams: 453. . 2005. 1st Edition. hardcover. . . . . Books ship from the US and Ireland.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2005
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
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- Primera edición
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 519,36
Envío por EUR 9,50Se envía de Irlanda a Estados Unidos de AmericaCantidad disponible: 10 disponibles
Condición: New. Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and logn…ormal approximations. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 224 pages, 12 black & white illustrations, 43 black & white tables. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 18. Weight in Grams: 453. . 2005. 1st Edition. hardcover. . . . .
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Librería: moluna, Greven, Alemaniamoluna
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EUR 101,85
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Dr. John Schoenmakers (Berlin, Germany) is Deputy head of the Stochastic Algorithms and Nonparametric statistics research group at the Weierstrass Institute for Applied Analysis and Stochastics. His fields o…f interest include advanced modeling of equity and.
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 166,63
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Condición: New. Print on Demand.
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 169,28
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Condición: New. PRINT ON DEMAND.
