Articles liés à Efficient Methods for Valuing Interest Rate Derivatives
Synopsis
Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection.
Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.
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Efficient Methods for Valuing Interest Rate Derivatives
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book is based on the author s award-winning thesis, which has been updated to include his most recent researchIt contains up-to-date research on the recently developed Market modelsThe author writes from an industrial perspective and focuses on. N° de réf. du vendeur 4288928
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Efficient Methods for Valuing Interest Rate Derivatives
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Springer London Okt 2010, 2010
ISBN 10 : 1849968616
ISBN 13 : 9781849968614
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection.Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling. 188 pp. Englisch. N° de réf. du vendeur 9781849968614
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Efficient Methods for Valuing Interest Rate Derivatives
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection.Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling. N° de réf. du vendeur 9781849968614
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Efficient Methods for Valuing Interest Rate Derivatives
Edité par
Springer London, Springer London Okt 2010, 2010
ISBN 10 : 1849968616
ISBN 13 : 9781849968614
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. Neuware -Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection.Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 188 pp. Englisch. N° de réf. du vendeur 9781849968614
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Efficient Methods for Valuing Interest Rate Derivatives
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Springer London Ltd, 2010
ISBN 10 : 1849968616
ISBN 13 : 9781849968614
Neuf
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Efficient Methods for Valuing Interest Rate Derivatives
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Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
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Efficient Methods for Valuing Interest Rate Derivatives
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Etat : New. Print on Demand pp. 186 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 5680864
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Efficient Methods for Valuing Interest Rate Derivatives
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Etat : New. PRINT ON DEMAND pp. 186. N° de réf. du vendeur 182167093
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Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
Edité par
Springer, 2010
ISBN 10 : 1849968616
ISBN 13 : 9781849968614
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