Term-Structure Models (Springer Finance / Springer Finance Textbooks)
5 Angebote vergleichen
| Preise | 2013 | 2014 | 2018 |
|---|---|---|---|
| Schnitt | € 30,89 | € 41,06 | € 23,66 |
| Nachfrage |
1
Term-Structure Models
DE NWISBN: 9783540680154 bzw. 3540680152, in Deutsch, Springer Berlin, neu.
Lieferung aus: Deutschland, sofort lieferbar.
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic.
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic.
2
Term-Structure Models (Springer Finance) (2013)
EN NW EB DLISBN: 9783540680154 bzw. 3540680152, in Englisch, 256 Seiten, 2009. Ausgabe, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download, Versandkostenfrei.
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic probability theory, and real and complex analysis. Kindle Edition, Ausgabe: 2009, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2013-04-11, Freigegeben: 2013-04-11, Studio: Springer, Verkaufsrang: 587354.
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic probability theory, and real and complex analysis. Kindle Edition, Ausgabe: 2009, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2013-04-11, Freigegeben: 2013-04-11, Studio: Springer, Verkaufsrang: 587354.
3
Term-Structure Models (Springer Finance / Springer Finance Textbooks) (2013)
EN NW EB DLISBN: 9783540680154 bzw. 3540680152, in Englisch, 256 Seiten, 2009. Ausgabe, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download.
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic probability theory, and real and complex analysis. Kindle Edition, Ausgabe: 2009, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2013-04-11, Freigegeben: 2013-04-11, Studio: Springer.
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic probability theory, and real and complex analysis. Kindle Edition, Ausgabe: 2009, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2013-04-11, Freigegeben: 2013-04-11, Studio: Springer.
5
Term-Structure Models
DE NWISBN: 9783540680154 bzw. 3540680152, in Deutsch, Springer, Berlin/Heidelberg, Deutschland, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lade…