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Vladimir V Piterbarg - Interest Rate Modeling. Volume 2 Term Structu - J555z
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Item specifics
- Condition
- Fiction/Non-Fiction
- Non-Fiction
- Brand
- Atlantic Financial Press
- Weight
- 0.69
- Style
- NA
- Title
- Interest Rate Modeling. Volume 2 Term Structure Models
- Release Title
- Interest Rate Modeling. Volume 2 Term Structure Models
- Record Grading
- New
- Sleeve Grading
- New
- Platform
- NA
- Size
- NA
- Film/TV Title
- Interest Rate Modeling. Volume 2 Term Structure Models
- Colour
- NA
- Material
- NA
- Department
- NA
- Movie/TV Title
- Interest Rate Modeling. Volume 2 Term Structure Models
- UPC
- 9780984422111
- EAN
- 9780984422111
- ISBN
- 9780984422111
- Item Length
- 233.93
- Main Stone
- NA
- Connectivity
- NA
- Model
- NA
- Publication Year
- 2010
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Interest Rate Modeling. Volume 2: Term Structure Models
- Item Height
- 234 mm
- Publisher
- Atlantic Financial Press
- Subject
- Finance
- Item Weight
- 685 g
- Item Width
- 156 mm
- Number of Pages
- 376 Pages
About this product
Product Information
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. Volume II is dedicated to in-depth study of term structure models of interest rates. While providing a thorough analysis of classical short rate models, the primary focus of the volume is on multi-factor stochastic volatility dynamics, in the setups of both the separable HJM and Libor market models. Implementation techniques are covered in detail, as are strategies for model parameterization and calibration to market data.
Product Identifiers
Publisher
Atlantic Financial Press
ISBN-13
9780984422111
eBay Product ID (ePID)
93001029
Product Key Features
Number of Pages
376 Pages
Publication Name
Interest Rate Modeling. Volume 2: Term Structure Models
Language
English
Subject
Finance
Publication Year
2010
Type
Textbook
Format
Hardcover
Dimensions
Item Height
234 mm
Item Weight
685 g
Item Width
156 mm
Additional Product Features
Country/Region of Manufacture
United Kingdom
Item description from the seller
Seller business information
VAT number: GB 343612519
CRN: 11290771
Additional information:
noah_cin@ihaveit.io
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- b***o (922)- Feedback left by buyer.Past 6 monthsVerified purchaseItem arrived on release day, packed safely and new as advertised, good price and seller communication was good, very happy to recommend seller!Tina Turner - Private Dancer - Preorder - New BLURAY Mixed product - 34 - U23z (#387851446661)
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- f***u (526)- Feedback left by buyer.Past monthVerified purchaseSeller marked two records as “dispatched” under one tracking number, but only one was included in the packaging received. Complaint was sent immediately, to no response. Seller replied only after eBay intervention was mentioned. Claimed the warehouse didn't receive the item from supplier, and that “mistakes do happen”. When shown the item still part of their listings (with a higher price), seller went suddenly silent. Refund, rather than the record, was sent. Totally unprofessional.