ISBN: 9781349953783 - interest rate derivatives explained: volume 2: term structure and volatility modelling (financial engineering explained) (20 resultados)

Condición: New.

Condición: As New. Unread book in perfect condition.

Paperback or Softback. Condición: New. Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling. Book.

Condición: New.

Condición: New.

Condición: New. 2018. Paperback. . . . . .

Condición: New. In English.

Condición: As New. Unread book in perfect condition.

Condición: New. 2018. Paperback. . . . . . Books ship from the US and Ireland.

Condición: New.

Paperback. Condición: Brand New. reprint edition. 248 pages. 9.25x6.10x0.63 inches. In Stock.

Taschenbuch. Condición: Neu. Interest Rate Derivatives Explained: Volume 2 | Term Structure and Volatility Modelling | Jörg Kienitz (u. a.) | Taschenbuch | Financial Engineering Explained | xxvii | Englisch | 2018 | Palgrave Macmillan | EAN 9781349953783 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Condición: new. Questo è un articolo print on demand.

PF. Condición: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on volatility modelling. The Heston and the SABR model are reviewed and analyzed in detail. Both models are widely applied in practice. Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. Term structure models are introduced in the third part. We consider three main classes namely short rate models, instantaneous forward rate models and market models. For each class we review one representative which is heavily used in practice. We have chosen the Hull-White, the Cheyette and the Libor Market model. For all the models we consider the extensions by a stochastic basis and stochastic volatility component. Finally, we round up the exposition by giving an overview of the numerical methods that are relevant for successfully implementing the models considered in the book. 276 pp. Englisch.…

Paperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Condición: New. Print on Demand.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Joerg Kienitz is Partner at Quaternion Risk Management where he is responsible for business development, pricing models research and risk management consulting. Prior to this he was a Director at Deloitte and Co-lead of the quant team. Before joini.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on volatility modelling. The Heston and the SABR model are reviewed and analyzed in detail. Both models are widely applied in practice. Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. Term structure models are introduced in the third part. We consider three main classes namely short rate models, instantaneous forward rate models and market models. For each class we review one representative which is heavily used in practice. We have chosen the Hull-White, the Cheyette and the Libor Market model. For all the models we consider the extensions bya stochastic basis and stochastic volatility component. Finally, we round up the exposition by giving an overview of the numerical methods that are relevant for successfully implementing the models considered in the book.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -¿Reviews and analyses the Heston and the SABR model in detailSpringer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 276 pp. Englisch.