Leif b (35 Ergebnisse)

Zustand: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.

Hardcover. Zustand: Good. No Dust Jacket. Yellowing to pages. Foxing to exterior edge of pages. Spill stain to edge of pages. - Good overall condition. General wear. No major blemishes. No writing. ; - We offer free returns for any reason and respond promptly to all inquiries. Your order will be packaged with care and ship on the same or next business day. Buy with confidence.…

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9780815630494.

Zustand: Good. 1st Edition. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Zustand: Good. 1st Edition. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.…

Zustand: Very Good. the spine of the jacket is sun-bleached and there is a small tear at the top of the jacket.

Zustand: Good. *Price HAS BEEN REDUCED by 10% until Monday, Sept. 28 (weekend SALE item)* 267 pp., hardcover, ex library, else text clean and binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.…

hardcover. Zustand: Good. No Dust Jacket. First Edition. Ex-library stamps in the usual places. Pages clean, bright and tight. Ex-Library.

Zustand: New. In English.

Hardcover. Zustand: Gut. 24,5 cm 270 S. Kunstleder Rot-Braun mit Schutzumschlag. Zustand: Sehr Gut, eher ungelesen (Innen); Minischildchen (2x1cm) auf dem Vorsatzblatt, läßt sich wohl entfernen, mir gelang das einmal; Schutzumschlag (hat leichte Gebrauchsspuren); Ist min. schief gelesen; Dieses Buch kann zu diesen Versandkosten nur in einer Luftpolstertasche versendet national werden; Auslandsversand hier 14-18 Euro in der Eu oder bis zu 22 Euro in den Nicht-EU-Staaten, da 2 KG Bereich, weil dann Pappverpackung notwendig ist und die Sendung dann 1050 Gramm wiegt; * Die Photos sind original von uns erstellt worden, u.a. erkennbar an einem kleinen weißen Stück Papier im oberen Schnitt. Ab und an verwenden Suchmaschinen Verlagsphotos, bei den Portalen selbst, werden aber nur unsere Originalphotos gezeigt.…

Hard Cover. Zustand: Good. 1st Edition. Hardback, with gilt title to spine and decoration to boards. 197pp. Colour frontis. Black & white and colour illustrations throughout. First edition 1961. Loss to head of spine, fraying to spine ends. Typical discolouration to edges of end-papers. A little occasional foxing. A satisfactory copy. (q2).…

As issued. Size: Folio. [4]pp.

Buch. Zustand: Neu. Neuware.

Gebunden. Zustand: New.

Zustand: New. In English.

Zustand: New. In English.

Zustand: New. In English.

Zustand: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.

Zustand: New. KlappentextrnrnThe three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and sea.

Zustand: New. KlappentextrnrnThe three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and sea.

Gebunden. Zustand: New. KlappentextThe three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and.

Zustand: New. pp. 376 54:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Blue Cloth w/Jacket on White w/Gloss Lam.

Zustand: New. pp. 492 54:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Blue Cloth w/Jacket on White w/Gloss Lam.

Kartoniert / Broschiert. Zustand: New. KlappentextThis text shows that while dual income tax has resulted in more effective taxation of capital income, it has also led to problems in dealing with the separation of capital and labour income accruing in proprietorships and clos.

Zustand: Very Good.

Buch. Zustand: Neu. Neuware - The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume II is dedicated to in-depth study of term structure models of interest rates. While providing a thorough analysis of classical short rate models, the primary focus of the volume is on multi-factor stochastic volatility dynamics, in the setups of both the separable HJM and Libor market models. Implementation techniques are covered in detail, as are strategies for model parameterization and calibration to market data.…

Buch. Zustand: Neu. Neuware - The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. The first half of Volume III contains a detailed study of several classes of fixed income securities, ranging from simple vanilla options to highly exotic cancelable and path-dependent derivatives. The analysis is done in product-specific fashion covering, among other subjects, risk characterization, calibration strategies, and valuation methods. In its second half, Volume III studies the general topic of derivative portfolio risk management, with a particular emphasis on the challenging problem of computing smooth price sensitivities to market input perturbations.…

Buch. Zustand: Neu. Neuware - The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance.Volume I provides the theoretical and computational foundations for the series, emphasizing the construction of efficient grid- and simulation-based methods for contingent claims pricing. The second part of Volume I is dedicated to local-stochastic volatility modeling and to the construction of vanilla models for individual swap and Libor rates. Although the focus is eventually turned toward fixed income securities, much of the material in this volume applies to generic financial markets and will be of interest to anybody working in the general area of asset pricing.…

Zustand: Very Good.