Mit Bücher.World findest Du Bücher Du in hunderten Online-Shops - von Romanen bis zur Fachliteratur.
Bücher.World ist eine Suchmaschine speziell für Bücher.
Mit Bücher.World kannst Du ganz einfach nach Romanen, Fachliteratur, Sachbüchern, Lexika und mehr im Internet suchen - wir zeigen Dir die besten Angebote, die wir in mehreren hundert Online-Buchfachgeschäften finden konnten. Mit einem Klick gelangst Du auf die Seite des Online-Shops, in dem Du das Buch kaufen kannst.
Kategorien
Interest Rate Modeling. Volume 3: Products and Risk Management

Interest Rate Modeling. Volume 3: Products and Risk Management

149,40 €
Einband: Gebundene Ausgabe
Seitenzahl: 548 Seiten
Erscheinungsdatum: 01.01.1970
gefunden bei Amazon Marketplace
Zum Shop

Beschreibung

Interest Rate Modeling. Volume 3: Products and Risk Management

Interest Rate Modeling. Volume 3: Products and Risk Management von Andersen, Leif B. G. im Online-Buchhandel:

Interest Rate Modeling. Volume 3 von Atlantic Financial Press
Interest Rate Modeling. Volume 3
122,99 €
gefunden bei buecher
The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques...
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. The first half of Volume III contains a detailed study of several classes of fixed income securities, ranging from simple vanilla options to highly exotic cancelable and path-dependent derivatives. The analysis is done in product-specific fashion covering, among other subjects, risk characterization, calibration strategies, and valuation methods. In its second half, Volume III studies the general topic of derivative portfolio risk management, with a particular emphasis on the challenging problem of computing smooth price sensitivities to market input perturbations.
Verlag: Atlantic Financial Press
Zur Online-Buchhandlung von
buecher
Bewerte das Buch
Absenden
  • Habe ich gelesen
  • Möchte ich noch lesen
  • Lieblingsbücher
  • Wunschliste