gebundene Ausgabe. Zustand: Gut. 719 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 1350.
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Hardcover. Zustand: Very Good. 1. With dust jacket. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
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In den WarenkorbPaperback. Zustand: Brand New. reprint edition. 248 pages. 9.25x6.10x0.63 inches. In Stock.
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In den WarenkorbPaperback. Zustand: Brand New. 207 pages. 9.00x6.25x0.75 inches. In Stock.
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In den WarenkorbHRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
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In den WarenkorbZustand: New. In.
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In den WarenkorbZustand: New. pp. 734.
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Taschenbuch. Zustand: 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.
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In den WarenkorbZustand: New. pp. xxv + 750 Illus.
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In den WarenkorbZustand: New. * The book enables the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. Series: Wiley Finance Series. Num Pages: 734 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 249 x 176 x 45. Weight in Grams: 1386. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Buch. Zustand: Neu. Neuware - This book will enable the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. The book will provide practitioners with the complete financial modeling workflow, from model choice, deriving (semi-) analytic approximate prices and Greeks even for exotic options. Such methods can be used for calibration to market data. Furthermore, Monte Carlo simulation techniques are covered which can be applied to multi-dimensional and path dependent options or some asset allocation problems.Equity/Equity-Interest Rate Hybrid models, Interest Rate models and Asset Allocation are used as examples showing specific models with analysis of their features. The authors then go on to show how to price simple options and how to calibrate the models to real life market data and finally they discuss the pricing of exotic options. At the end of these sections the reader will be able to use the techniques discussed for equity derivatives and interest rate models in other areas of finance such as foreign exchange and inflation.The models discussed for derivatives pricing are:\* Heston / Bates Model\* Local/Stochastic Volatility Models (DD, CEV, DDHeston)\* Lévy Models (Variance-Gamma, Normal Inverse Gaussian)\* Heston -- Hull -- White Model\* Libor Market Model\* SABR Model\* Lévy Models with Stochastic VolatilityThe methods which are discusses\* Direct Integration methods+\* Methods based on Fourier Transform\* Monte Carlo Simulation\* Local and Global OptimizationThe models discussed for asset allocation are:\* Markowitz Model\* Black-Litterman Model\* Copula Models\* CVaR numerical optimizationSource code for all the examples is provided with implementation in Matlab.
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In den WarenkorbHardcover. Zustand: Brand New. 1st edition. 734 pages. 9.61x6.61x6.61 inches. In Stock.
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In den WarenkorbHardcover. Zustand: Brand New. hardback/cd-rom edition. 352 pages. 10.00x7.00x2.00 inches. In Stock.