Peter Kohl Landgraf (13 results)

paperback. Condition: Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind.

Hardcover. Condition: Fine. Leichte Gebrauchsspuren; Leichte Verschmutzung / Farbtonveränderung. Der ehemalige Kanzler und sein ältester Sohn zeichnen ein Porträt der Ehefrau und Mutter Hannelore Kohl (1933-2001), der privaten wie öffentlichen Persönlichkeit einer Frau, deren Leben auf tragische Weise ein Ende fand.…

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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling.However, due to the ever increasing complexity of interest rate products, the high dimensionality of thisapproach starts to reach its limits from the computational side.This book is mainly concerned with a class of Markovian Yield Curve Models which try to overcome thatdisadvantage as they enable a low-dimensional deterministic and fast PDE valuation.The objective of this book is thereby threefold:- To illuminate in a compact way the connection between stochastic processes and partial differentialequations as well as review the key features of arbitrage-free pricing.- To embed the here analyzed Markovian model class into the entire framework of interest rate models.- To present and implement robust numerical schemes, which enable an efficient computationaltreatment of risk-neutral product valuation by using PDE methods. 220 pp. Englisch.…

Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling.However, due to the ever increasing complexity of interest rate products, the high dimensionality of thisapproach starts to reach its limits from the computational side.This book is mainly concerned with a class of Markovian Yield Curve Models which try to overcome thatdisadvantage as they enable a low-dimensional deterministic and fast PDE valuation.The objective of this book is thereby threefold:- To illuminate in a compact way the connection between stochastic processes and partial differentialequations as well as review the key features of arbitrage-free pricing.- To embed the here analyzed Markovian model class into the entire framework of interest rate models.- To present and implement robust numerical schemes, which enable an efficient computationaltreatment of risk-neutral product valuation by using PDE methods.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling.However, due to the ever increasing complexity of interest rate products, the high dimensionality of thisapproach starts to reach its limits from the.…

Taschenbuch. Condition: Neu. PDE Valuation of Interest Rate Derivatives | From Theory To Implementation | Peter Kohl-Landgraf | Taschenbuch | 220 S. | Englisch | 2007 | BoD - Books on Demand | EAN 9783833495373 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu Print on Demand.…