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Published by AURIS REFERENCE LIMITED, 2016
ISBN 10: 1781549044ISBN 13: 9781781549049
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Published by Taylor & Francis Group, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by AURIS REFERENCE LIMITED, 2016
ISBN 10: 1781549044ISBN 13: 9781781549049
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Published by CRC Press 2020-09-30, Boca Raton, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
Seller: Blackwell's, London, United Kingdom
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paperback. Condition: New. Language: ENG.
Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by Taylor & Francis Ltd, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Pr I Llc, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Paperback. Condition: Brand New. 2nd new edition. 518 pages. 9.25x6.14x1.38 inches. In Stock.
Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by Taylor & Francis Ltd, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by Taylor & Francis Ltd, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by Taylor & Francis Ltd Sep 2020, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. Neuware - Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.
Published by Auris Reference Limited, 2016
ISBN 10: 1781549044ISBN 13: 9781781549049
Seller: Majestic Books, Hounslow, United Kingdom
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2019
ISBN 10: 0815378912ISBN 13: 9780815378914
Seller: GF Books, Inc., Hawthorne, CA, U.S.A.
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Published by CRC Press, 2019
ISBN 10: 0815378912ISBN 13: 9780815378914
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by CRC Press, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
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Published by Taylor & Francis Ltd, London, 2020
ISBN 10: 0367656558ISBN 13: 9780367656553
Seller: CitiRetail, Stevenage, United Kingdom
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Paperback. Condition: new. Paperback. Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods.Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA. Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.