9783833495373 - pde valuation of interest rate derivatives: from theory to implementation von kohl-landgraf, peter (3 Ergebnisse)
- Softcover
Anbieter: WeBuyBooks, Rossendale, LANCS, Vereinigtes KönigreichWeBuyBooks
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Gebraucht - Wie neu
EUR 25,60
EUR 6,48 VersandVersand von Vereinigtes Königreich nach USAAnzahl: 1 verfügbar
Zustand: 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.
- Softcover
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes KönigreichRia Christie Collections
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 39,11
EUR 13,80 VersandVersand von Vereinigtes Königreich nach USAAnzahl: Mehr als 20 verfügbar
Zustand: New. In.
Sprache: Englisch
Verlag: Bod - Books On Demand, Bod - Books On Demand Sep 2007 2007
- Softcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 26,95
EUR 61,63 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Taschenbuch. Zustand: Neu. Neuware - The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling.However, due to the ever increasing complexity of interest rate products, the high dimensionality of thisapproach starts to reach its limits from the computational side.This book is mai…nly concerned with a class of Markovian Yield Curve Models which try to overcome thatdisadvantage as they enable a low-dimensional deterministic and fast PDE valuation.The objective of this book is thereby threefold:- To illuminate in a compact way the connection between stochastic processes and partial differentialequations as well as review the key features of arbitrage-free pricing.- To embed the here analyzed Markovian model class into the entire framework of interest rate models.- To present and implement robust numerical schemes, which enable an efficient computationaltreatment of risk-neutral product valuation by using PDE methods.
