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ISBN10: 0984422102, ISBN13: 9780984422104, [publisher: Atlantic Financial Press] Hardcover Book is in NEW condition. Satisfaction Guaranteed! Fast Customer Service!! [Suffolk, United Kingdom] [Publication Year: 2010]
Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Interest Rate Modeling. Volume 1: Foundations and Vanilla Models. ISBN 0984422102 9780984422104 [GB]
Atlantic Financial Press 2/6/2010 12: 00: 00 AM Hardcover PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Atlantic Financial Press 2/6/2010 12: 00: 00 AM Hardcover PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
ISBN10: 0984422102, ISBN13: 9780984422104, [publisher: Atlantic Financial Press] Hardcover Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. 2.05 [Hawthorne, CA, U.S.A.] [Publication Year: 2010]
ISBN10: 0984422102, ISBN13: 9780984422104, [publisher: Atlantic Financial Press] Hardcover Special order direct from the distributor [Victoria, BC, Canada] [Publication Year: 2010]
ISBN10: 0984422102, ISBN13: 9780984422104, [publisher: Atlantic Financial Press] Hardcover nach der Bestellung gedruckt Neuware - Printed after ordering - 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.
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