Interest Rate Term Structure (54 results)

Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

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Condition: acceptable. Fairly worn, but readable and intact. If applicable: Dust jacket, disc or access code may not be included.

Broschur. Condition: gut. 110 S. : graph. Darst. ; 21 cm, Rückseite kleiner Fleck. Sprache: eng.

hardcover. Condition: Fair. Some wear and marking to edges. Ships next business day from NC.

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Paperback or Softback. Condition: New. Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling. Book.

Hardcover. Condition: Very Good. Dust Jacket Condition: Very Good. 1st Edition. Hardcover in dust jacket. Small stamping on bottom page edge. Pages are age toned. No names, undlining, notes or highlighting. Book will be well padded in bubble wrap and shipped in a sturdy box. d5.

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Paperback. Condition: New.

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Condition: New. 2018. Paperback. . . . . .

Condition: As New. Unread book in perfect condition.

Condition: New.

Condition: New. 2018. Paperback. . . . . . Books ship from the US and Ireland.

Condition: New. 150.

Condition: New. pp. 64.

Paperback. Condition: Brand New. reprint edition. 248 pages. 9.25x6.10x0.63 inches. In Stock.

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Taschenbuch. Condition: Neu. Macroeconomics in interest rate term structure modelling | Panu Immonen | Taschenbuch | 64 S. | Englisch | 2012 | LAP LAMBERT Academic Publishing | EAN 9783848417063 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Condition: Neu. Interest Rate Derivatives Explained: Volume 2 | Term Structure and Volatility Modelling | Jörg Kienitz (u. a.) | Taschenbuch | Financial Engineering Explained | xxvii | Englisch | 2018 | Palgrave Macmillan | EAN 9781349953783 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Interest rate rules play an important role in the empirical analysis of monetary policy as well as in modern monetary theory. Besides giving a comprehensive insight into this line of research the study incorporates the term structure of interest rates into interest rate rules. This is performed analytically as well as empirically. In doing so, state of the art techniques of modern finance for the analysis of the term structure of interest rates are introduced into the macroeconomic concept of interest rate rules. The study implies that from the theoretical perspective term structure effects are an important extension of interest rate rules. From an empirical perspective it shows that including term structure effects in interest rate reaction functions improves our understanding of the interest rate setting of the Deutsche Bundesbank and the European Central Bank.; Habilitationsschrift.…

Taschenbuch. Condition: Neu. Currency Forecasting with Markov Switching Models | Exploring the Joint Behavior of the Term Structure of Forward Exchange Rate Premia and the Term Structure of Interest Rates | Charles Mouoyebe | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639152869 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.…

Taschenbuch. Condition: Neu. Monetary Policy, Interest Rate Rules, and the Term Structure of Interest Rates | Theoretical Considerations and Empirical Implications | Ralf Fendel | Taschenbuch | Studien zu Internationalen Wirtschaftsbeziehungen | Englisch | 2007 | Peter Lang | EAN 9783631558942 | Verantwortliche Person für die EU: Lang, Peter GmbH, Gontardstr. 11, 10178 Berlin, r[dot]boehm-korff[at]peterlang[dot]com | Anbieter: preigu.…

paperback. Condition: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Buch. Condition: Neu. Neuware - 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.…

paperback. Condition: Good. Interest rate term structure theory of behavioral economics research 112.