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Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hal...
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Aproximadamente101,82 EUR
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Ubicado en: Interlochen, Michigan, Estados Unidos
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N.º de artículo de eBay:127196535638
Última actualización el 28 jul 2025 20:20:10 H.EspVer todas las actualizacionesVer todas las actualizaciones
Características del artículo
- Estado
- Release Year
- 2019
- Book Title
- Interest Rate Modeling: Theory and Practice, Second Edition (C...
- ISBN
- 9780815378914
Acerca de este producto
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
0815378912
ISBN-13
9780815378914
eBay Product ID (ePID)
19038432334
Product Key Features
Number of Pages
496 Pages
Language
English
Publication Name
Interest Rate Modeling
Subject
Interest, Probability & Statistics / General, Finance / General, General
Publication Year
2019
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Chapman and Hall/Crc Financial Mathematics Ser.
Format
Hardcover
Dimensions
Item Height
1.3 in
Item Length
9.4 in
Item Width
6.4 in
Additional Product Features
Edition Number
2
Intended Audience
College Audience
LCCN
2018-050904
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
332.8015195
Table Of Content
1. The Basics of Stochastic Calculus 2. The Martingale Representation Theorem 3. Interest Rates and Bonds 4. The Heath-Jarrow-Morton Model 5. Short-Rate Models and Lattice Implementation 6. The LIBOR Market Model 7. Calibration of LIBOR Market Model 8. Volatility and Correlation Adjustments 9. Affine Term Structure Models 10. The Market Model for Inflation-Rate Derivatives. 11. Levy Market Model 12. Market Model for Inflation Derivatives Modeling 13. Market Model for Credit Derivatives 14. Dual-Curve Market Models for Post-Crisis Interest Rate Derivatives Markets 15. xVA Definition, Evaluation and Risk Management
Synopsis
Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA., Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA. Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA.
LC Classification Number
HG6024.5.W82 2019
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bluevasebooks
99,4% de votos positivos•1,1 millones artículos vendidos
Registrado como vendedor profesional
Categorías populares de esta tienda
Votos de vendedor (252.448)
- 2***4 (112)- Votos emitidos por el comprador.Mes pasadoCompra verificadaThis book is in perfect like new condition! Appears to have never been read....the pages are clean crisp and inviting....much better than described. The price value is really super nice, as the fast shipping is. My books arrived double wrapped which prevented any damage during delivery...love that. I will certainly be shopping with this Seller again. Seller cares about the books they sell and the customer service is a big WOW. Thank you Seller!
- c***m (417)- Votos emitidos por el comprador.Mes pasadoCompra verificadaAAA+++; Excellent Service; Great Pricing; Fast Delivery-Faster Than Expected to Hawaii; Hardback book in Great Condition as Described ; TLC Packaging; Excellent Seller Communication, Sends updates . Highly Recommended!, Thank you very much!
- t***5 (55)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaBook matches the description in the listing. The price was great as well. Shipped quickly. Packaging was terrible, just a thin plastic envelope with no cardboard to protect the book or bubble wrap. Luckily it only had a few dings, but it should have been better protected. Unsure if I'd risk buying again after this experience.Somebody Feed Phil the Book: Untold Stories, Behind-the-Scenes Photos and Fa... (#116473176781)