Anbieter: WeBuyBooks, Rossendale, LANCS, Vereinigtes Königreich
EUR 70,44
Anzahl: 1 verfügbar
In den WarenkorbZustand: Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind.
Zustand: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
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.
gebundene Ausgabe. Zustand: Gut. 981 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1550.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 139,96
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In English.
Anbieter: Brook Bookstore, Milano, MI, Italien
Zustand: new.
Sprache: Englisch
Verlag: Springer, Springer Vieweg, 2006
ISBN 10: 3540221492 ISBN 13: 9783540221494
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into several new chapters. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to new chapters. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
EUR 249,06
Anzahl: 1 verfügbar
In den WarenkorbZustand: New. pp. 1042 Illus.