Contact
Cum să cumpăr
Livrare
Consilier de cumpărături
engleză
251 b
Până la 30 de zile pentru returnare
Clienții au cumpărat de asemenea
/
Carte broșată
130.96
lei
/
Carte broșată
45.14
lei
The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume II is dedicated to in-depth study of term structure models of interest rates. While providing a thorough analysis of classical short rate models, the primary focus of the volume is on multi-factor stochastic volatility dynamics, in the setups of both the separable HJM and Libor market models. Implementation techniques are covered in detail, as are strategies for model parameterization and calibration to market data.
Informații despre carte
engleză
Dăruiește această carte chiar astăzi
Este foarte ușor
1 Adaugă cartea în coș și selectează Livrează ca un cadou 2 Îți vom trimite un voucher în schimb 3 Cartea va ajunge direct la adresa destinataruluiAr putea de asemenea, să te intereseze
/
Copertă tare
189.70
lei
/
Carte broșată
38.49
lei
/
Carte broșată
95.99
lei
/
Carte broșată
97.23
lei
/
Carte broșată
47.52
lei
/
Copertă tare
2 318.79
lei