Zagst rudi (24 Ergebnisse)

Zustand: Good. Volume 165. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783319334455. …

xi, 438p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Springer Proceedings in Mathematics & Statistics. Sprache: Englisch.…

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. 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.…

Zustand: New. In English.

Zustand: New. In English.

Zustand: New. In English.

Zustand: New. In English.

hardcover. Zustand: Gut. 459 Seiten; 9783319334455.3 Gewicht in Gramm: 2.

Karton Karton. Zustand: Sehr gut. XV, 341 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 648.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:- Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.- Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.- Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Quantitative models are omnipresent -but often controversially discussed- in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous ow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well.The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia -providing methodological advances- and practice -having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:- Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.- Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.- Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.…

Hardcover. Zustand: Brand New. 449 pages. 9.50x6.25x1.25 inches. In Stock.

Taschenbuch. Zustand: Neu. Innovations in Derivatives Markets | Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation | Kathrin Glau (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | x | Englisch | 2018 | Springer | EAN 9783319815145 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Taschenbuch. Zustand: Neu. Innovations in Quantitative Risk Management | TU München, September 2013 | Kathrin Glau (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xi | Englisch | 2016 | Springer | EAN 9783319358611 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Zustand: Good.

Zustand: New. In English.

Zustand: New. In English.

Zustand: Used. pp. xv + 397.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Who gains all his ends did set the level too low. Although the history of trading on financial markets started a long and possibly not exactly definable time ago, most financial analysts agree that the core of mathematical finance dates back to the year 1973. Not only did the world's first option exchange open its doors in Chicago in that year but Black and Scholes published their pioneering paper [BS73] on the pricing and hedging of contingent claims. Since then their explicit pricing formula has become the market standard for pricing European stock op tions and related financial derivatives. In contrast to the equity market, no comparable model is accepted as standard for the interest-rate market as a whole. One of the reasons is that interest-rate derivatives usually depend on the change of a complete yield curve rather than only one single interest rate. This complicates the pricing of these products as well as the process of managing their market risk in an essential way. Consequently, a large number of interest-rate models have appeared in the literature using one or more factors to explain the potential changes of the yield curve. Beside the Black ([Bla76]) and the Heath-Jarrow-Morton model ([HJM92]) which are widely used in practice, the LIBOR and swap market models introduced by Brace, G~tarek, and Musiela [BGM97], Miltersen, Sandmann, and Son dermann [MSS97J, and Jamshidian [Jam98] are among the most promising ones.…

Hardcover. Zustand: Brand New. 397 pages. 9.50x6.50x1.00 inches. In Stock.

hardcover. Zustand: Wie neu. 896 Seiten; *** Neu - original eingeschweisst! M25-11-O-03-LN Sprache: Deutsch Gewicht in Gramm: 3.

Zustand: gut. 2009. Zu nah an der Sonne: Die schlimmsten Pleiten der Finanzgeschichte In deutscher Sprache. pages.