Sprache: Englisch
Verlag: World Scientific Pub Co Inc, 2009
ISBN 10: 9812832734 ISBN 13: 9789812832733
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 74,20
Anzahl: 1 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. illustrated edition. 178 pages. 9.00x6.25x0.75 inches. In Stock.
Sprache: Englisch
Verlag: World Scientific Pub Co Inc, 2008
ISBN 10: 9812832734 ISBN 13: 9789812832733
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 89,40
Anzahl: 2 verfügbar
In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: WORLD SCIENTIFIC PUB CO INC, 2008
ISBN 10: 9812832734 ISBN 13: 9789812832733
Anbieter: moluna, Greven, Deutschland
Zustand: New. KlappentextrnrnThis textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics. The models considered range from sta.
Sprache: Englisch
Verlag: World Scientific Publishing Company Okt 2008, 2008
ISBN 10: 9812832734 ISBN 13: 9789812832733
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Neuware - This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics. The models considered range from standard short rate to forward rate models and include more advanced topics such as the BGM model and an approach to its calibration. An elementary treatment of the pricing of caps and swaptions under forward measures is also provided, with a focus on explicit calculations and a step-by-step introduction of concepts. Each chapter is accompanied with exercises and their complete solutions, making this book suitable for advanced undergraduate or beginning graduate-level students.