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Financial Modelling: Theory, Implementation and Practice (with MATLAB Source).
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 719 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 1350.
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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)
Book 9 of 9: Financial Engineering ExplainedSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 56.21
US$ 16.12 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Hardcover. Condition: Very Good. 1. With dust jacket. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
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Monte Carlo Frameworks: Building Customisable High-performance C++ Applications
Seller: Bay State Book Company, North Smithfield, RI, U.S.A.
Seller rating 5 out of 5 stars
Condition: very_good.
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Hardcover. Condition: Good. 1st Edition. Hardcover, xiii + 719 pages, NOT ex-library. Weight: 1.4kg. Yellow highlighting on 3 pages; pencil marks on one page; faint grubby yellow marks in margins of a few leaves (not affecting the readability of text). Else interior is clean and bright, free of inscriptions and stamps, firmly bound. Grubby yellow marks on edges of a portion of leaves externally. Edgeworn dust jacket with a tear to lower front panel. -- Contents: Introduction; I Financial Markets and Popular Models 1 Financial Markets: Data, Basics and Derivatives [Introduction and Objectives; Financial Time-Series, Statistical Properties of Market Data and Invariants; Implied Volatility Surfaces and Volatility Dynamics; Applications; General Remarks on Notation; Summary and Conclusions; Appendix: Quotes] 2 Diffusion Models [Introduction and Objectives; Local Volatility Models; Stochastic Volatility Models; Stochastic Volatility and Stochastic Rates Models; Summary and Conclusions] 3 Models with Jumps [Introduction and Objectives; Poisson Processes and Jump Diffusions; Exponential Lévy Models; Other Models; Martingale Correction; Summary and Conclusions] 4 Multi-Dimensional Models [Introduction and Objectives; Multi-Dimensional Diffusions; Multi-Dimensional Heston and SABR Models; Parameter Averaging; Markovian Projection; Copulae; Multi-Dimensional Variance Gamma Processes; Summary and Conclusions]; II Numerical Methods and Recipes 5 Option Pricing by Transform Techniques and Direct Integration [Introduction and Objectives; Fourier Transform; Carr-Madan Method; Lewis Method; Attari Method; Convolution Method; Cosine Method; Comparison, Stability and Performance; Extending the Methods to Forward Start Options; Density Recovery; Summary and Conclusions] 6 Advanced Topics Using Transform Techniques [Introduction and Objectives; Pricing Non-Standard Vanilla Options; Bermudan and American Options; Cosine Method and Barrier Options; Greeks; Summary and Conclusions] 7 Monte Carlo Simulation and Applications [Introduction and Objectives; Sampling Diffusion Processes; Special Purpose Schemes; Adding Jumps; Bridge Sampling; Libor Market Model; Multi-Dimensional Lévy Models; Copulae; Summary and Conclusions] 8 Monte Carlo Simulation: Advanced Issues [Introduction and Objectives; Monte Carlo and Early Exercise; Greeks with Monte Carlo; Euler Schemes and General Greeks; Application to Trigger Swap; Summary and Conclusions; Appendix: Trees] 9 Calibration and Optimization [Introduction and Objectives; Nelder-Mead Method; Levenberg-Marquardt Method; L-BFGS Method; SQP Method; Differential Evolution; Simulated Annealing; Summary and Conclusions] 10 Model Risk: Calibration, Pricing and Hedging [Introduction and Objectives; Calibration; Pricing Exotic Options; Hedging; Summary and Conclusions]; III Implementation, Software Design and Mathematics 11 Matlab: Basics [Introduction and Objectives; General Remarks; Matrices, Vectors and Cell Arrays; Functions and Function Handles; Toolboxes; Useful Functions and Methods; Plotting; Summary and Conclusions] 12 Matlab: Object Oriented Development [Introduction and Objectives; Matlab OO Model; A Model Class Hierarchy; A Pricer Class Hierarchy; An Optimizer Class Hierarchy; Design Patterns; Example: Calibration Engine; Example: The Libor Market Model and Greeks; Summary and Conclusions] 13 Math Fundamentals [Introduction and Objectives; Probability Theory and Stochastic Processes; Numerical Methods for Stochastic Processes; Basics on Complex Analysis; Characteristic Function and Fourier Transform; Summary and Conclusions]; List of Figures; List of Tables; Bibliography; Index.
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Condition: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear.
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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)
Book 9 of 9: Financial Engineering ExplainedUS$ 83.29
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Add to basketPaperback. Condition: Brand New. reprint edition. 248 pages. 9.25x6.10x0.63 inches. In Stock.
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Condition: Used: Very Good. 2009 hardcover dust jacket in Like new condition clean and crisp pages clean text only has a light mark in back of book otherwise like new 750 pages includes CD J-16.
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Interest Rate Derivatives Explained: Products and Markets: Vol 1
Book 5 of 9: Financial Engineering ExplainedUS$ 86.62
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Add to basketPaperback. Condition: Brand New. 207 pages. 9.00x6.25x0.75 inches. In Stock.
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Financial Modelling
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
US$ 99.01
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Add to basketHRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Condition: As New. Unread book in perfect condition.
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Financial Modelling: Theory, Implementation and Practice with MATLAB Source (The Wiley Finance Series)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 99.67
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Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (The Wiley Finance Series)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 100.93
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Financial Modelling : Theory, Implementation and Practice (With Matlab Source)
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 98.69
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Financial Modelling : Theory, Implementation and Practice (With Matlab Source)
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 109.20
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US$ 125.12
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Add to basketCondition: New. pp. 734.
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Taschenbuch. Condition: Neu. Interest Rate Derivatives Explained: Volume 2 | Term Structure and Volatility Modelling | Jörg Kienitz (u. a.) | Taschenbuch | Financial Engineering Explained | xxvii | Englisch | 2018 | Palgrave Macmillan | EAN 9781349953783 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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US$ 126.64
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Add to basketCondition: New. pp. xxv + 750 Illus.
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Financial Modelling: Theory, Implementation and Practice with MATLAB Source
Language: English
Published by John Wiley & Sons Inc, 2012
ISBN 10: 0470744898 ISBN 13: 9780470744895
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
First Edition
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Add to basketCondition: New. * The book enables the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. Series: Wiley Finance Series. Num Pages: 734 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 249 x 176 x 45. Weight in Grams: 1386. . 2013. 1st Edition. Hardcover. . . . .
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Condition: New. pp. 734.
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Financial Modelling: Theory, Implementation and Practice with MATLAB Source
Language: English
Published by John Wiley & Sons Inc, 2013
ISBN 10: 0470744898 ISBN 13: 9780470744895
Condition: New. * The book enables the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. Series: Wiley Finance Series. Num Pages: 734 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 249 x 176 x 45. Weight in Grams: 1386. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
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Condition: New. pp. xxv + 750 1st Edition.
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Buch. Condition: Neu. Neuware - This book will enable the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. The book will provide practitioners with the complete financial modeling workflow, from model choice, deriving (semi-) analytic approximate prices and Greeks even for exotic options. Such methods can be used for calibration to market data. Furthermore, Monte Carlo simulation techniques are covered which can be applied to multi-dimensional and path dependent options or some asset allocation problems.Equity/Equity-Interest Rate Hybrid models, Interest Rate models and Asset Allocation are used as examples showing specific models with analysis of their features. The authors then go on to show how to price simple options and how to calibrate the models to real life market data and finally they discuss the pricing of exotic options. At the end of these sections the reader will be able to use the techniques discussed for equity derivatives and interest rate models in other areas of finance such as foreign exchange and inflation.The models discussed for derivatives pricing are:\* Heston / Bates Model\* Local/Stochastic Volatility Models (DD, CEV, DDHeston)\* Lévy Models (Variance-Gamma, Normal Inverse Gaussian)\* Heston -- Hull -- White Model\* Libor Market Model\* SABR Model\* Lévy Models with Stochastic VolatilityThe methods which are discusses\* Direct Integration methods+\* Methods based on Fourier Transform\* Monte Carlo Simulation\* Local and Global OptimizationThe models discussed for asset allocation are:\* Markowitz Model\* Black-Litterman Model\* Copula Models\* CVaR numerical optimizationSource code for all the examples is provided with implementation in Matlab.
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Add to basketHardcover. Condition: Brand New. 1st edition. 734 pages. 9.61x6.61x6.61 inches. In Stock.
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US$ 217.58
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Add to basketHardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Monte Carlo Frameworks Building Customisable HighPerformance C++ Applications
Language: English
Published by John Wiley & Sons Inc, 2009
ISBN 10: 0470060697 ISBN 13: 9780470060698
US$ 236.99
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Add to basketHardcover. Condition: Brand New. hardback/cd-rom edition. 352 pages. 10.00x7.00x2.00 inches. In Stock.
