9781584884415 - robust libor modelling and pricing of derivative products (chapman and hall/crc financial mathematics series) de schoenmakers, john (10 resultados)
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
- Tapa dura
Librería: Three Hegemons Books, Brooklyn, NY, Estados Unidos de AmericaThree Hegemons Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Aceptable
EUR 155,74
Envío por EUR 2,59Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
hardcover. Condición: Good. Some wear on edge of back cover. No marks in text.
Idioma: Inglés
Editorial: Taylor & Francis Inc, 2005
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
- Tapa dura
- Primera edición
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 257,26
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
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
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 254,93
Envío por EUR 2,28Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New.
Idioma: Inglés
Editorial: Chapman and Hall/CRC, 2004
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 266,17
Envío por EUR 2,28Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
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
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 271,78
Envío por EUR 17,56Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
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
- Tapa dura
Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 302,55
Envío por EUR 11,70Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
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
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 309,45
Envío por EUR 17,56Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New.
Idioma: Inglés
Editorial: Taylor & Francis Inc, 2005
Serie: Libro 1 de 71 - Chapman and Hall/CRC Financial Mathematics
- Tapa dura
- Primera edición
Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 376,44
Envío por EUR 31,97Se envía de Australia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
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
- Tapa dura
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 445,52
Envío por EUR 9,07Se 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
- Tapa dura
- Primera edición
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
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. . . . .
