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100%: Yasuoka, Takashi: Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition) (Economics: Current and Future Developments) (ISBN: 9781681086903) 2018, Bentham Science Publishers, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
82%: Takashi Yasuoka: Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Economics: Current and Future Developments) (ISBN: 9781681081274) 2018, Bentham Science Publishers, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition) (Economics: Current and Future Developments)
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Bester Preis: € 76,47 (vom 03.07.2018)1
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Economics: Current and Future Developments) (2018)
EN PB NWISBN: 9781681081274 bzw. 168108127X, in Englisch, 298 Seiten, Bentham Science Publishers, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours, free shipping for AmazonPrime only. Regular USD 4.98.
Von Händler/Antiquariat, Amazon.com.
Interest Rate Modeling for Risk Management addresses interest rate modeling for risk management. The interest rate model is specified under the real-world measure, and the result is used as to generate scenarios for interest rates. This type of system is referred to as ‘real-world model’ in this book. The book introduces a theoretical framework that allows estimating the market price of interest rate risk. For this, the book starts with a brief explanation of stochastic analysis, and introduces interest rate models such as Heath-Jarrow-Morton, Hull-White and LIBOR models. The real-world model is then introduced in subsequent chapters. Additionally, the book also explains some properties of the real-world model, along with the negative price tendency of the market price for risk and a positive market price of risk (with an example of this actually occurring). Readers will also find a handy appendix with proofs to complement the numerical methods explained in the book. This book is intended as a primer for practitioners in financial institutions involved in interest rate risk management. It also presents a new perspective for researchers and graduates in econometrics and finance on the study of interest rate models. Paperback, Label: Bentham Science Publishers, Bentham Science Publishers, Product group: Book, Published: 2018-01-24, Studio: Bentham Science Publishers.
Von Händler/Antiquariat, Amazon.com.
Interest Rate Modeling for Risk Management addresses interest rate modeling for risk management. The interest rate model is specified under the real-world measure, and the result is used as to generate scenarios for interest rates. This type of system is referred to as ‘real-world model’ in this book. The book introduces a theoretical framework that allows estimating the market price of interest rate risk. For this, the book starts with a brief explanation of stochastic analysis, and introduces interest rate models such as Heath-Jarrow-Morton, Hull-White and LIBOR models. The real-world model is then introduced in subsequent chapters. Additionally, the book also explains some properties of the real-world model, along with the negative price tendency of the market price for risk and a positive market price of risk (with an example of this actually occurring). Readers will also find a handy appendix with proofs to complement the numerical methods explained in the book. This book is intended as a primer for practitioners in financial institutions involved in interest rate risk management. It also presents a new perspective for researchers and graduates in econometrics and finance on the study of interest rate models. Paperback, Label: Bentham Science Publishers, Bentham Science Publishers, Product group: Book, Published: 2018-01-24, Studio: Bentham Science Publishers.
2
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition) (Economics: Current and Future Developments) (2018)
EN PB NWISBN: 9781681086903 bzw. 1681086905, in Englisch, 322 Seiten, Bentham Science Publishers, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours, free shipping for AmazonPrime only. Regular USD 4.98.
Von Händler/Antiquariat, Amazon.com.
Interest Rate Modeling for Risk Management presents an economic model which can be used to compare interest rate and perform market risk assessment analyses. The key interest rate model applied in this book is specified under real-world measures, and the result is used as to generate scenarios for interest rates. The book introduces a theoretical framework that allows estimating the market price of interest rate risk. For this, the book starts with a brief explanation of stochastic analysis, and introduces interest rate models such as Heath-Jarrow-Morton, Hull-White and LIBOR models. The real-world model is then introduced in subsequent chapters. Additionally, the book also explains some properties of the real-world model, along with the negative price tendency of the market price for risk and a positive market price of risk (with practical examples). Readers will also find a handy appendix with proofs to complement the numerical methods explained in the book. This book is intended as a primer for practitioners in financial institutions involved in interest rate risk management. It also presents a new perspective for researchers and graduates in econometrics and finance on the study of interest rate models. The second edition features an expanded commentary on real world models as well as additional numerical examples for the benefit of readers. Paperback, Label: Bentham Science Publishers, Bentham Science Publishers, Product group: Book, Published: 2018-05-09, Studio: Bentham Science Publishers.
Von Händler/Antiquariat, Amazon.com.
Interest Rate Modeling for Risk Management presents an economic model which can be used to compare interest rate and perform market risk assessment analyses. The key interest rate model applied in this book is specified under real-world measures, and the result is used as to generate scenarios for interest rates. The book introduces a theoretical framework that allows estimating the market price of interest rate risk. For this, the book starts with a brief explanation of stochastic analysis, and introduces interest rate models such as Heath-Jarrow-Morton, Hull-White and LIBOR models. The real-world model is then introduced in subsequent chapters. Additionally, the book also explains some properties of the real-world model, along with the negative price tendency of the market price for risk and a positive market price of risk (with practical examples). Readers will also find a handy appendix with proofs to complement the numerical methods explained in the book. This book is intended as a primer for practitioners in financial institutions involved in interest rate risk management. It also presents a new perspective for researchers and graduates in econometrics and finance on the study of interest rate models. The second edition features an expanded commentary on real world models as well as additional numerical examples for the benefit of readers. Paperback, Label: Bentham Science Publishers, Bentham Science Publishers, Product group: Book, Published: 2018-05-09, Studio: Bentham Science Publishers.
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Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition)
EN NW EBISBN: 9781681086903 bzw. 1681086905, in Englisch, Bentham Science Publishers, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, Ebook for download.
Business, No Description Available, eBook.
Business, No Description Available, eBook.
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