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James, Jessica, Webber, Nick:
Interest Rate Modelling (Wiley Series in Financial Engineering, Band 77) - Primera edición2000, ISBN: 9780471975236
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Wiley, Gebundene Ausgabe, Auflage: 1. 676 Seiten, Publiziert: 2000-04-05T00:00:01Z, Produktgruppe: Buch, 2.54 kg, Medizin, Kategorien, Bücher, Recht, Bilanzierung & Buchhaltung, Business … Más…
2000
ISBN: 9780471975236
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Wiley, Gebundene Ausgabe, Auflage: 1. 676 Seiten, Publiziert: 2000-04-05T00:00:01Z, Produktgruppe: Buch, 2.54 kg, Medizin, Kategorien, Bücher, Recht, Bilanzierung & Buchhaltung, Business … Más…
2000, ISBN: 9780471975236
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Wiley, Gebundene Ausgabe, Auflage: 1. 676 Seiten, Publiziert: 2000-04-05T00:00:01Z, Produktgruppe: Buch, 2.54 kg, Medizin, Kategorien, Bücher, Recht, Bilanzierung & Buchhaltung, Business … Más…
2000, ISBN: 0471975230
[EAN: 9780471975236], Gebraucht, sehr guter Zustand, [PU: Wiley], Books
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Detalles del libro - Interest Rate Modelling (Wiley Series in Financial Engineering, Band 77)
EAN (ISBN-13): 9780471975236
ISBN (ISBN-10): 0471975230
Tapa dura
Año de publicación: 2000
Editorial: Wiley
672 Páginas
Peso: 1,070 kg
Idioma: eng/Englisch
Libro en la base de datos desde 2007-05-26T14:51:09-05:00 (Mexico City)
Página de detalles modificada por última vez el 2023-09-08T06:59:55-06:00 (Mexico City)
ISBN/EAN: 0471975230
ISBN - escritura alterna:
0-471-97523-0, 978-0-471-97523-6
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: james webb, webber, james lloyd, lloyd pye
Título del libro: interest, john webber, financial engineering, financial modelling, first rate, modelling the
Datos del la editorial
Autor: Jessica James
Título: Wiley Series in Financial Engineering; Interest Rate Modelling
Editorial: John Wiley & Sons
654 Páginas
Año de publicación: 2000-04-05
Peso: 1,060 kg
Idioma: Inglés
132,00 € (DE)
161mm x 235mm x 42mm
BB; gebunden; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Zins; Finance & Investments; Finanz- u. Anlagewesen; Finanztechnik; Financial Engineering; Mathematisches Modell; Finanztechnik
Back Cover ( this section should include endorsements also) As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models - both those actively used in practice as well as theoretical models still 'waiting in the wings'. Interest rate models, implementation methods and estimation issues are discussed at length by the authors as are important new developments such as kernel estimation techniques, economic based models, implied pricing methods and models on manifolds. Providing balanced coverage of both the practical use of models and the theory that underlies them, Interest Rate Modelling adopts an implementation orientation throughout making it an ideal resource for both practitioners and researchers. Back Flap Jessica James Jessica James is Head of Research for Bank One's Strategic Risk Management group, based in the UK. Jessica started life as a physicist at Manchester University and completed her D Phil in Theoretical Atomic and Nuclear Physics at Christ Church, Oxford, under Professor Sandars. After a year as a college lecturer at Trinity, Oxford, she began work at the First National Bank of Chicago, now Bank One, where she still works. She is well known as a speaker on the conference circuit, lecturing on a variety of topics such as VaR, capital allocation, credit derivatives and interest rate modelling, and has published articles on various aspects of financial modelling. Nick Webber Nick Webber is a lecturer in Finance at Warwick Business School. Prior to his academic career, Nick had extensive experience in the industrial and commercial world in operational research and computing. After obtaining a PhD in Theoretical Physics from Imperial College he began research into financial options. His main area of research centres on interest rate modelling and computational finance. He has taught practitioner and academic courses for many years, chiefly on options and interest rates. Front Flap Interest Rate Modelling provides a comprehensive resource on all the main aspects of valuing and hedging interest rate products. A series of introductory chapters reviews the theoretical background, pointing out the problems in using naïve valuation and implementation techniques. There follows a full analysis of interest rate models including major categories, such as Affine, HJM and Market models, and in addition, lesser well known types that include Consol, Random field and Jump-augmented Models. Implementation methods are discussed in depth including the latest developments in the use of finite difference, Lattice and Monte Carlo methods and their particular application to the valuation of interest rate derivatives. Containing previously unpublished material, Interest Rate Modelling is a key reference work both for practitioners developing and implementing models for real and for academics teaching and researching in the field.Más, otros libros, que pueden ser muy parecidos a este:
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