Language: English
Published by Springer (edition 2009), 2009
ISBN 10: 3540097260 ISBN 13: 9783540097266
Seller: BooksRun, Philadelphia, PA, U.S.A.
Hardcover. Condition: Very Good. 2009. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
Seller: Lavendier Books, Foster, RI, U.S.A.
hardcover. Condition: Very Good. Springer-Verlag; New York, 2009. Hardcover. A Very Good, binding sturdy and intact, some handling/scuffing to boards, bit cocked, bowed boards, mild crimping to spine edges, slightly bumped board corners, small tear top edge page 159-162, bit of scattered foxing top text block edge, without Dust wrapper. A nice, overall clean and unmarked copy. 8vo[octavo or approx. 6 x 9 inches]. 256pp., indexed. We pack securely and ship daily with delivery confirmation on every book. The picture on the listing page is of the actual book for sale. Additional Scan(s) are available for any item, please inquire.Please note: Oversized books/sets MAY require additional postage then what is quoted for 2.2lb book.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Seller: California Books, Miami, FL, U.S.A.
Condition: New.
Seller: Chiron Media, Wallingford, United Kingdom
PF. Condition: New.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Seller: GoldBooks, Denver, CO, U.S.A.
Condition: new.
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 2009 edition. 268 pages. 9.00x6.25x0.50 inches. In Stock.
Seller: California Books, Miami, FL, U.S.A.
Condition: New.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Language: English
Published by Springer Berlin Heidelberg, 2012
ISBN 10: 364226915X ISBN 13: 9783642269158
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Seller: preigu, Osnabrück, Germany
Taschenbuch. Condition: Neu. Term-Structure Models | A Graduate Course | Damir Filipovic | Taschenbuch | xii | Englisch | 2012 | Springer | EAN 9783642269158 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg, 2009
ISBN 10: 3540097260 ISBN 13: 9783540097266
Seller: Revaluation Books, Exeter, United Kingdom
Hardcover. Condition: Brand New. 1st edition. 256 pages. 9.50x6.25x0.75 inches. In Stock.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
£ 107.99
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Add to basketCondition: As New. Unread book in perfect condition.
Seller: Mispah books, Redhill, SURRE, United Kingdom
Hardcover. Condition: Like New. Like New. book.
Language: English
Published by Springer Berlin Heidelberg, 2009
ISBN 10: 3540097260 ISBN 13: 9783540097266
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Seller: preigu, Osnabrück, Germany
Buch. Condition: Neu. Term-Structure Models | A Graduate Course | Damir Filipovic | Buch | xii | Englisch | 2009 | Springer | EAN 9783540097266 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.