- 5 Resultados
precio mínimo: € 26,95, precio máximo: € 26,97, precio promedio: € 26,96
1
PDE Valuation of Interest Rate Derivatives - Peter Kohl-Landgraf
Pedir
por AbeBooks.de
£ 23,01
(aprox. € 26,97)
Envío: € 9,391
Pedir
Detalles del proveedor
Enlace patrocinado
Peter Kohl-Landgraf:

PDE Valuation of Interest Rate Derivatives - Pasta blanda

2007, ISBN: 3833495375

[EAN: 9783833495373], Neubuch, [PU: Books On Demand Sep 2007], MARKOWSCHE KETTE - MARKOV CHAIN, This item is printed on demand - it takes 3-4 days longer - Neuware -The Libor Market Model… Más…

NEW BOOK. Gastos de envío: EUR 9.39 BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany [57449362] [Rating: 4 (von 5)]
cerrar (X)
2
PDE Valuation of Interest Rate Derivatives : From Theory To Implementation - Peter Kohl-Landgraf
Pedir
por ZVAB.com
£ 23,01
(aprox. € 26,97)
Envío: € 11,951
Pedir
Detalles del proveedor
Enlace patrocinado

Peter Kohl-Landgraf:

PDE Valuation of Interest Rate Derivatives : From Theory To Implementation - Pasta blanda

2007, ISBN: 3833495375

[EAN: 9783833495373], Neubuch, [SC: 11.95], [PU: Books On Demand], MARKOWSCHE KETTE - MARKOV CHAIN, Druck auf Anfrage Neuware - Printed after ordering - The Libor Market Model and its sev… Más…

NEW BOOK. Gastos de envío: EUR 11.95 AHA-BUCH GmbH, Einbeck, Germany [51283250] [Rating: 5 (von 5)]
cerrar (X)
3
PDE Valuation of Interest Rate Derivatives - Peter Kohl-Landgraf
Pedir
por Hugendubel.de
€ 26,95
Envío: € 0,001
Pedir
Detalles del proveedor
Enlace patrocinado
Peter Kohl-Landgraf:
PDE Valuation of Interest Rate Derivatives - Pasta blanda

ISBN: 9783833495373

*PDE Valuation of Interest Rate Derivatives* - From Theory To Implementation. 1. Aufl. / Taschenbuch für 26.95 € / Aus dem Bereich: Bücher, Wissenschaft, Mathematik Medien > Bücher nein B… Más…

Gastos de envío:Shipping in 3 days, , Schneller Versand nach Hause oder Express-Lieferung in Ihre Buchhandlung., DE. (EUR 0.00)
cerrar (X)
4
PDE Valuation of Interest Rate Derivatives - From Theory To Implementation - Kohl-Landgraf, Peter
Pedir
por booklooker.de
€ 26,95
Envío: € 2,201
Pedir
Detalles del proveedor
Enlace patrocinado
Kohl-Landgraf, Peter:
PDE Valuation of Interest Rate Derivatives - From Theory To Implementation - Pasta blanda

2007, ISBN: 9783833495373

[ED: Taschenbuch], [PU: BoD – Books on De], DE, [SC: 2.20], Neuware, gewerbliches Angebot, 210x148 mm, 220, [GW: 324g], 1., Aufl.

Gastos de envío:Versand nach Deutschland. (EUR 2.20) verschiedene Anbieter
cerrar (X)
5
PDE Valuation of Interest Rate Derivatives - From Theory To Implementation - Kohl-Landgraf, Peter
Pedir
por booklooker.de
€ 26,95
Envío: € 2,401
Pedir
Detalles del proveedor
Enlace patrocinado
Kohl-Landgraf, Peter:
PDE Valuation of Interest Rate Derivatives - From Theory To Implementation - Pasta blanda

2007, ISBN: 9783833495373

[ED: Taschenbuch], [PU: BoD – Books on De], DE, [SC: 2.40], Neuware, gewerbliches Angebot, 210x148 mm, 220, [GW: 324g], 1., Aufl.

Gastos de envío:Versand nach Deutschland. (EUR 2.40) verschiedene Anbieter
cerrar (X)
1Dado que algunas plataformas no nos comunican las condiciones de envío y éstas pueden depender del país de entrega, del precio de compra, del peso y tamaño del artículo, de una posible membresía a la plataforma, de una entrega directa por parte de la plataforma o a través de un tercero (Marketplace), etc., es posible que los gastos de envío indicados por eurolibro/terralibro no concuerden con los de la plataforma ofertante.

Datos bibliográficos del mejor libro coincidente

Detalles del libro
PDE Valuation of Interest Rate Derivatives
Autor:
Título:
ISBN:

3833495375


The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the ever increasing complexity of interest rate products, the high dimensionality of this approach starts to reach its limits from the computational side. This book is mainly concerned with a class of Markovian Yield Curve Models which try to overcome that disadvantage as they enable a low-dimensional deterministic and fast PDE valuation. The objective of this book is thereby threefold: - To illuminate in a compact way the connection between stochastic processes and partial differential equations as well as review the key features of arbitrage-free pricing. - To embed the here analyzed Markovian model class into the entire framework of interest rate models. - To present and implement robust numerical schemes, which enable an efficient computational treatment of risk-neutral product valuation by using PDE methods.

Detalles del libro - PDE Valuation of Interest Rate Derivatives


EAN (ISBN-13): 9783833495373
ISBN (ISBN-10): 3833495375
Tapa dura
Tapa blanda
Año de publicación: 2007
Editorial: Books on Demand
220 Páginas
Peso: 0,324 kg
Idioma: eng/Englisch

Libro en la base de datos desde 2007-11-16T12:50:18-06:00 (Mexico City)
Página de detalles modificada por última vez el 2024-02-09T09:24:19-06:00 (Mexico City)
ISBN/EAN: 3833495375

ISBN - escritura alterna:
3-8334-9537-5, 978-3-8334-9537-3
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: landgraf, peter kohl, köhl
Título del libro: theory valuation, theory interest, first rate, pde, kohl

< para archivar...