Condition: New.
Condition: As New. Unread book in perfect condition.
Hardcover. Condition: Brand New. 250 pages. 9.25x6.25x1.00 inches. In Stock.
Condition: New. A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market model. Series: Applied Quantitative Finance. Num Pages: 240 pages, 54 figures, 49 black & white tables. BIC Classification: KFFM; PBWH. Category: (P) Professional & Vocational. Dimension: 167 x 241 x 23. Weight in Grams: 522. . 2016. 1st ed. 2015. Hardcover. . . . . Books ship from the US and Ireland.
Language: English
Published by Palgrave Macmillan UK, 2015
ISBN 10: 1137378638 ISBN 13: 9781137378637
Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Christian Crispoldi is a Vice President at Nomura Holding America Inc., in New York where he is responsible for the valuation and pricing of interest rate derivatives. Previously he worked as a financial engineer in various banks across Europe. Christian ho.