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Brigo, Damiano; Mercurio, Fabio (eds.)

Published by Springer-Verlag, Berlin (2006)

ISBN 10: 7510005604 ISBN 13: 9787510005602

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From: PsychoBabel & Skoob Books (Didcot, OXON, United Kingdom)

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About this Item: Springer-Verlag, Berlin, 2006. Hardcover. Condition: Very Good. 2nd Edition. Hardcover (no jacket) in very good condition. Second edition. A few minor dents and scores on the hardcover, plus one or two bumps to the rear spine side. All pages are clean and clear. CM. Used. Seller Inventory # 465109

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Brigo, Damiano; Mercurio, Fabio

Published by Springer

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer. Hardcover. Condition: Fine. 3540221492 Clean, Unmarked Copy. Seller Inventory # TRD000130016

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Brigo, Damiano, Mercurio, Fabio

Published by Springer (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2006. Hardcover. Condition: Good. Item may show signs of shelf wear. Pages may include limited notes and highlighting. Includes supplemental or companion materials if applicable. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority. Seller Inventory # mon0000895148

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Damiano Brigo; Fabio Mercurio

Published by Springer (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2006. Hardcover. Condition: Used: Good. Seller Inventory # SONG3540221492

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Damiano Brigo; Fabio Mercurio

Published by Springer (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2006. Condition: Good. A+ Customer service! Satisfaction Guaranteed! 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. Seller Inventory # 3540221492-2-4

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Damiano Brigo

Published by Springer 2006-08-02 (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer 2006-08-02, 2006. Hardcover. Condition: good. 2nd. 3540221492. Seller Inventory # 545084

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Brigo, Damiano; Mercurio, Fabio

ISBN 10: 3540417729 ISBN 13: 9783540417729

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About this Item: 2001. Hardcover. Condition: Good. Ship out 1-2 business day,good,US edition, Free tracking number usually 2-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia. Seller Inventory # ABE-9623176708

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Brigo, Damiano, Mercurio, Fabio

Published by Springer (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2006. Condition: New. 2006. 2nd. Hardcover. This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models. Series: Springer Finance. Num Pages: 982 pages, 131 black & white tables, biography. BIC Classification: KFF. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 239 x 166 x 41. Weight in Grams: 1682. . . . . . . Seller Inventory # V9783540221494

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About this Item: Condition: New. Bookseller Inventory # ST3540221492. Seller Inventory # ST3540221492

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Brigo, Damiano, Mercurio, Fabio

Published by Springer

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer. Condition: New. 2006. 2nd. Hardcover. This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models. Series: Springer Finance. Num Pages: 982 pages, 131 black & white tables, biography. BIC Classification: KFF. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 239 x 166 x 41. Weight in Grams: 1682. . . . . . Books ship from the US and Ireland. Seller Inventory # V9783540221494

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Damiano Brigo, Fabio Mercurio

Published by Springer (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2006. Hardcover. Condition: New. 2nd. Seller Inventory # DADAX3540221492

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About this Item: Condition: New. Bookseller Inventory # ST3540221492. Seller Inventory # ST3540221492

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Damiano Brigo/ Fabio Mercurio

Published by Springer Verlag (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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From: Revaluation Books (Exeter, United Kingdom)

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About this Item: Springer Verlag, 2006. Hardcover. Condition: Brand New. 2nd edition. 981 pages. 9.50x6.50x1.75 inches. In Stock. Seller Inventory # __3540221492

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Brigo, Damiano

ISBN 10: 3662517434 ISBN 13: 9783662517437

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About this Item: 2016. PAP. Condition: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # LQ-9783662517437

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Brigo, Damiano;Mercurio, Fabio

Published by Secaucus, New Jersey, U.S.A.: Springer Verlag (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Secaucus, New Jersey, U.S.A.: Springer Verlag, 2006. Hardcover. Condition: New. 2nd Edition. Ship out 1 business day,Brand new,US edition, Free tracking number usually 1-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia,ht. Seller Inventory # ABE-7300810541

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Brigo, Damiano

Published by Springer (2016)

ISBN 10: 3662517434 ISBN 13: 9783662517437

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About this Item: Springer, 2016. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9783662517437_lsuk

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DAMIANO BRIGO

Published by Springer (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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From: Herb Tandree Philosophy Books (Stroud, GLOS, United Kingdom)

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About this Item: Springer, 2006. Hardback. Condition: NEW. 9783540221494 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE0330350

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DAMIANO BRIGO

Published by Springer (2016)

ISBN 10: 3662517434 ISBN 13: 9783662517437

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About this Item: Springer, 2016. Paperback. Condition: NEW. 9783662517437 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE01397176

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Damiano Brigo; Fabio Mercurio

Published by Springer (2007)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2007. Condition: New. Seller Inventory # EH9783540221494

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Brigo, Damiano

Published by Springer (2016)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2016. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9783540221494_lsuk

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Damiano Brigo; Fabio Mercurio

Published by Springer (2016)

ISBN 10: 3662517434 ISBN 13: 9783662517437

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About this Item: Springer, 2016. Condition: New. This item is printed on demand for shipment within 3 working days. Seller Inventory # LP9783662517437

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Brigo, Damiano; Mercurio, Fabio

Published by Springer

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer. Hardcover. Condition: Good. 3540221492 US Edition Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Emailed Tracking from USA. Seller Inventory # Z3540221492Z3

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Brigo, Damiano; Mercurio, Fabio

Published by Springer (2006)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2006. Hardcover. Condition: New. This item is printed on demand. Seller Inventory # INGM9783540221494

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Brigo, Damiano

Published by Springer (2018)

ISBN 10: 3662517434 ISBN 13: 9783662517437

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About this Item: Springer, 2018. Paperback. Condition: New. Never used! This item is printed on demand. Seller Inventory # 3662517434

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Brigo, Damiano

Published by Springer (2018)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2018. Hardcover. Condition: New. Never used! This item is printed on demand. Seller Inventory # 3540221492

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Brigo, Damiano; Mercurio, Fabio

Published by Springer

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer. Hardcover. Condition: Fine. 3540221492 Like New Condition. Seller Inventory # LN7.0837459

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Brigo, Damiano; Mercurio, Fabio

Published by Springer

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer. Hardcover. Condition: New. 3540221492 New Condition. Seller Inventory # NEW7.0837459

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Damiano;Mercurio Brigo

Published by Springer (2007)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2007. Gebundene Ausgabe. Condition: Neu. Neu Neuware, Importqualität, auf Lager, Sofortversand - The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments. 982 pp. Seller Inventory # INF1000274607

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Damiano Brigo, Fabio Mercurio

Published by Springer-Verlag Berlin and Heidelberg GmbH Co. KG, Germany (2016)

ISBN 10: 3662517434 ISBN 13: 9783662517437

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About this Item: Springer-Verlag Berlin and Heidelberg GmbH Co. KG, Germany, 2016. Paperback. Condition: New. Language: English . Brand New Book ***** Print on Demand *****.The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach.Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit.Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments. Softcover reprint of the original 2nd ed. 2006. Seller Inventory # AAV9783662517437

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Damiano;Mercurio Brigo

Published by Springer (2007)

ISBN 10: 3540221492 ISBN 13: 9783540221494

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About this Item: Springer, 2007. Gebundene Ausgabe. Condition: Neu. Neu Neuware, Importqualität, auf Lager, Sofortversand - The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments. 982 pp. Seller Inventory # INF1000274607

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