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Publicado por Palgrave MacMillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: ThriftBooks-Dallas, Dallas, TX, Estados Unidos de America
Libro
Hardcover. Condición: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.25.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: Ergodebooks, Houston, TX, Estados Unidos de America
Libro
Hardcover. Condición: Good.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: WeBuyBooks, Rossendale, LANCS, Reino Unido
Libro
Condición: VeryGood. Most items will be dispatched the same or the next working day.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: Phatpocket Limited, Waltham Abbey, HERTS, Reino Unido
Libro
Condición: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
Publicado por Palgrave/Macmillan, New York & Boston, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: Goulds Book Arcade, Sydney, Newtown, Sydney, NSW, Australia
Libro
Hardcover. Condición: Very Good. Estado de la sobrecubierta: Very Good. The dust jacket has minor wear. 227 pages. Books listed here are not stored at the shop. Please contact us if you want to pick up a book from Newtown. Size: Size F: 9"-10" Tall (228-254mm).
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
Libro
Soft Cover. Condición: new.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: Good. Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: Very Good. Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: Fine. Book is in Used-LikeNew condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Book Deals, Tucson, AZ, Estados Unidos de America
Libro
Condición: Very Good. Very Good condition. Shows only minor signs of wear, and very minimal markings inside (if any).
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Books Unplugged, Amherst, NY, Estados Unidos de America
Libro
Condición: Fair. Buy with confidence! Book is in acceptable condition with wear to the pages, binding, and some marks within.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Book Deals, Tucson, AZ, Estados Unidos de America
Libro
Condición: Fine. Like New condition. Great condition, but not exactly fully crisp. The book may have been opened and read, but there are no defects to the book, jacket or pages.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Libro
Condición: New.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: GoldenWavesOfBooks, Fayetteville, TX, Estados Unidos de America
Libro
Hardcover. Condición: new. New. Fast Shipping and good customer service.
Publicado por MACMILLAN, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: Front Cover Books, Denver, CO, Estados Unidos de America
Libro
Condición: new.
Publicado por Palgrave Macmillan 2012-01, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Chiron Media, Wallingford, Reino Unido
Libro
PF. Condición: New.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: GoldBooks, Denver, CO, Estados Unidos de America
Libro
Hardcover. Condición: new. New Copy. Customer Service Guaranteed.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Libro Impresión bajo demanda
Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Libro Impresión bajo demanda
Paperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Publicado por Palgrave MacMillan 8/6/2012, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: BargainBookStores, Grand Rapids, MI, Estados Unidos de America
Libro
Hardback or Cased Book. Condición: New. Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing. Book.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: New. Book is in NEW condition.
Publicado por Palgrave Macmillan, 2014
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Revaluation Books, Exeter, Reino Unido
Libro
Paperback. Condición: Brand New. 227 pages. 9.25x6.10x0.59 inches. In Stock.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
Libro Impresión bajo demanda
Hardcover. Condición: new. This item is printed on demand.
Publicado por AIAA, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Libro Impresión bajo demanda
Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Publicado por SPRINGER NATURE Aug 2012, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Libro Impresión bajo demanda
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. In market practice this is most directly visible from significant bases throughout the interest rate world, especially tenor bases, cross-currency bases, and bond-CDS bases. This means that the curve used for discounting is no longer the curve used for LIBOR (aka Fixing Curve or Forwarding Curve). In the last two years a consensus has emerged that this multi-curve pricing is now standard.The crises have also altered the perception of banks and governments - they are no longer regarded as zero-risk counterparties. Now both sides of an uncollateralized trade need to consider, and price in, the risk that the other defaults: my CVA is your DVA. Even collateralization does not remove pricing problems: when you post collateral how much do you have to pay for it This FVA is not symmetric in many ways: whatever it costs you to source it, your counterparty will only pay you OIS. Even worse is that your funding costs are unlikely to be the same as those of all your counterparties.Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing is the first book to illustrate new ways of pricing interest rate and credit products in the post-crisis markets. Written by two seasoned practitioners, it will enable the readers to understand the many different versions of credit and basis spreads, and to build the appropriate discount curves that take these spreads into account so that collateralized derivatives will be priced correctly. The authors guide the reader through the complexity added by OIS discounting and multi-curve pricing as well as CVA, DVA and FVA. Derivatives do not exist in a vacuum. Regulators worldwide have reacted strongly to the crises with the introduction of Basel III. Hitherto quants could ignore capital costs and charges, but as of January 2013 this world is gone. Discounting, LIBOR, CVA and Funding explains details of Basel III that are important for pricing, especially around the CVA VaR and default exposure capital charges.This book will be required reading for quantitative practitioners who need to keep up-to-date with the latest developments in derivatives pricing, and will also be of interest to academic researchers and students interested in how instruments are priced in practice. 227 pp. Englisch.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Libro Impresión bajo demanda
Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Publicado por Palgrave Macmillan UK, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: moluna, Greven, Alemania
Libro
Condición: New.
Publicado por Springer Nature Singapore, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Libro
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. In market practice this is most directly visible from significant bases throughout the interest rate world, especially tenor bases, cross-currency bases, and bond-CDS bases. This means that the curve used for discounting is no longer the curve used for LIBOR (aka Fixing Curve or Forwarding Curve). In the last two years a consensus has emerged that this multi-curve pricing is now standard.The crises have also altered the perception of banks and governments - they are no longer regarded as zero-risk counterparties. Now both sides of an uncollateralized trade need to consider, and price in, the risk that the other defaults: my CVA is your DVA. Even collateralization does not remove pricing problems: when you post collateral how much do you have to pay for it This FVA is not symmetric in many ways: whatever it costs you to source it, your counterparty will only pay you OIS. Even worse is that your funding costs are unlikely to be the same as those of all your counterparties.Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing is the first book to illustrate new ways of pricing interest rate and credit products in the post-crisis markets. Written by two seasoned practitioners, it will enable the readers to understand the many different versions of credit and basis spreads, and to build the appropriate discount curves that take these spreads into account so that collateralized derivatives will be priced correctly. The authors guide the reader through the complexity added by OIS discounting and multi-curve pricing as well as CVA, DVA and FVA. Derivatives do not exist in a vacuum. Regulators worldwide have reacted strongly to the crises with the introduction of Basel III. Hitherto quants could ignore capital costs and charges, but as of January 2013 this world is gone. Discounting, LIBOR, CVA and Funding explains details of Basel III that are important for pricing, especially around the CVA VaR and default exposure capital charges.This book will be required reading for quantitative practitioners who need to keep up-to-date with the latest developments in derivatives pricing, and will also be of interest to academic researchers and students interested in how instruments are priced in practice.
Publicado por Palgrave Macmillan UK, 2012
ISBN 10: 1137268514ISBN 13: 9781137268518
Librería: moluna, Greven, Alemania
Libro
Gebunden. Condición: New.
Publicado por Palgrave Macmillan, 2012
ISBN 10: 1349443476ISBN 13: 9781349443475
Librería: Mispah books, Redhill, SURRE, Reino Unido
Libro
Paperback. Condición: Like New. Like New. book.