Spedizione gratuita per ordini superiori a 69,99 euro.

Controllare lo stato dell'ordine

Entra a far parte di una comunità di amanti dei libri di tutto il mondo e ottieni numerosi vantaggi. Crea un account gratuito

Spedizione gratuita con Packeta per un prezzo superiore a 69.99 €

Corriere Bartolini 4.49 € Punto Poste 5.49 € Punto Poste 5.49 € Punto Bartolini 3.49 € Corriere DHL 6.99 € Corriere GLS 5.99 € Punto GLS 4.49 €

Contatto

Come acquistare

Aiuto

Il mio account

▸ Vuoto :-(

Spedizione gratuita per ordini superiori a 69,99 euro.

LIBOR Market Model in Practice

Name: LIBOR Market Model in Practice
Brand: John Wiley & Sons Inc
SKU: 04080841
Price: 113.49 EUR
Availability: InStock
Author: Gatarek
ISBN: 9780470014431

Gatarek

Lingua

Inglese

Libro Rigido

Codice Libristo: 04080841

Casa editrice John Wiley & Sons Inc, dicembre 2006

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the marke... Descrizione completa

Codice Libristo: 04080841

278 b

113.49 €

Magazzino esterno Inviamo tra 10-18 giorni

Fino a 30 giorni per il reso

I clienti hanno acquistato anche

Atlas géopolitique d'Israël Encel

Libro

22.59 €

Requiem. Rycerz wampir. Tom 5-6 Pat Mills

Rigido

33.09 €

Nowe matematyka z plusem zbiór zadań do liceum i technikum dla klasy 3 Opracowania Zbiorowe

In brossura

12.19 €

Nuovissimo Progetto italiano 3 - Libro dello studente Telis Marin

In brossura

31.26 €

Jadłonomia po polsku Dymek Marta

Rigido

12.89 €

Wut und Hass Christoph Trunk

In brossura

44.89 €

Muzafer Sherif Gruppendynamik. Bedingungen für das Entstehen sozialer Kategorisierung und Diskriminierung zwischen Gruppen Victoria-Katharina Schnadt

In brossura

16.89 €

POLICAN DAV PILKEY

Rigido

13.49 €

Yoga pur Petter Hegre

Rigido

29.99 €

Staaten der Erde Michael Schulze

Poster

7.69 €

Kiffe kiffe demain Faiza Guene

In brossura

6.79 €

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, such as various drift approximations, various parametric and nonparametric calibrations, and the uncertain volatility approach to smile modelling; a version of the HJM model based on market observables and the duality between BGM and HJM models. Co-authored by Dariusz Gatarek, the 'G' in the BGM model who is internationally known for his work on LIBOR market models, this book offers an essential perspective on the global benchmark for short-term interest rates.