Calibration Parameterization Methods Libor by Hackl Christoph (12 results)
Language: English
Published by Springer Gabler 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
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Published by Springer Gabler 2014-01 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
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Language: English
Published by Springer 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
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Condition: New. pp. 76.
Language: English
Published by Springer Fachmedien Wiesbaden, Springer Fachmedien Wiesbaden 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in t…he fields of mathematics, statistics, finance and especially for implementation, computer science is necessary. The book provides the ne cessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the trade off of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.
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Published by Springer Fachmedien Wiesbaden 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
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Taschenbuch. Condition: Neu. Calibration and Parameterization Methods for the Libor Market Model | Christoph Hackl | Taschenbuch | ix | Englisch | 2014 | Springer Fachmedien Wiesbaden | EAN 9783658046873 | Verantwortliche Person für die EU: Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelb…erg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer Vieweg 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
Seller: Buchpark, Trebbin, , GermanyBuchpark
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Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in t…he fields of mathematics, statistics, finance and especially for implementation, computer science is necessary. The book provides the ne cessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the trade off of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.
Language: English
Published by Springer Vieweg 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
Seller: Buchpark, Trebbin, , GermanyBuchpark
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Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in t…he fields of mathematics, statistics, finance and especially for implementation, computer science is necessary. The book provides the ne cessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the trade off of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.
Language: English
Published by Springer Fachmedien Wiesbaden Jan 2014 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermanyBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong… background in the fields of mathematics, statistics, finance and especially for implementation, computer science is necessary. The book provides the ne cessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the trade off of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown. 76 pp. Englisch.
Language: English
Published by Springer 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
- Print on Demand
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Condition: New. Print on Demand pp. 76 24:B&W 5.83 x 8.27 in or 210 x 148 mm (A5) Perfect Bound on Creme w/Gloss Lam.
Language: English
Published by Springer 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
- Print on Demand
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Condition: New. PRINT ON DEMAND pp. 76.
Language: English
Published by Springer Fachmedien Wiesbaden 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
- Print on Demand
Seller: moluna, Greven, , Germanymoluna
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Study in the field of economic scienceThe Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. F…or the conceptual understanding of t.
Language: English
Published by Springer Fachmedien Wiesbaden Jan 2014 2014
Series: BestMasters, Book 2 of 91. Book 2 of 91 - BestMasters
- Softcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong bac…kground in the fields of mathematics, statistics, finance and especially for implementation, computer science is necessary. The book provides the ne cessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the trade off of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 76 pp. Englisch.
