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Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond
ISBN: 9780691089737 / Angielski / Twarda / 488 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer. Rebonato begins by presenting the conceptual foundations for the... In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, ho... |
cena:
793,45 |
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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing
ISBN: 9781137268518 / Angielski / Twarda / 254 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. The effects of this change have been studied by many leading experts in Mathematical Finance, but to date there is no single volume that combines the results of this research and presents them at a level suited for practitioners and students alike. In market practice this fundamental market change is most directly visible from significant bases throughout the interest rate world, especially tenor bases, cross-currency bases, and bond-cds bases. This means...
The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. The effects...
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cena:
262,25 |
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Term Structure of Interest Rates: Expectations and Behavior Patterns
ISBN: 9780691623610 / Angielski / Miękka / 294 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influence the behavior of bond investors? Is it possible for the Federal Reserve to "twist" the interest-rate structure in accordance with its policy objectives? These are among the questions treated. Originally published in 1966. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press.... Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transaction... |
cena:
204,45 |
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Yes! We Can Do It!
ISBN: 9781480001145 / Angielski / Miękka / 24 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
22,03 |
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Testing Conflicts of Interest at Bond Ratings Agencies with Market Anticipation: Evidence the Reputation Incentives Dominate
ISBN: 9781500949433 / Angielski / Miękka / 38 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents the first comprehensive test of whether well-known conflicts of interest at bond rating agencies importantly influence their actions. This hypothesis is tested against the alternative that rating agency actions are primarily influenced by a countervailing incentive to protect their reputations as delegated monitors. These two hypotheses generate a number of testable predictions regarding the anticipation of credit-rating downgrades by the bond market, which we investigate using a new data set of about 2,000 credit rating migrations from Moody's and Standard & Poor's, and...
This book presents the first comprehensive test of whether well-known conflicts of interest at bond rating agencies importantly influence their action...
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cena:
60,00 |
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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling
ISBN: 9781137360182 / Angielski / Twarda / 248 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on volatility modelling. The Heston and the SABR model are reviewed and analyzed in detail. Both models are widely applied in practice. Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as...
This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Intere...
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cena:
181,55 |
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Invisible Banking: A Guide to Protecting Your Wealth
ISBN: 9781505436242 / Angielski / Miękka / 150 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Invisible Banking is a guided tour through the world of offshore banking and asset protection. For the first time, the tricks and tools used by the wealthy elite are outlined for those of us on our way to a higher level of financial freedom. With complete disregard for political correctness, Michael Faulkner tackles the complexities of international banking, and opens up a world of options for anyone in need of safe havens for their hard earned money. Whether you have spent your life accumulating wealth, or just stumbled into sudden cash, this book offers all the tools needed to successfully...
Invisible Banking is a guided tour through the world of offshore banking and asset protection. For the first time, the tricks and tools used by the we...
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cena:
100,29 |
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Term Structure of Interest Rates: Expectations and Behavior Patterns
ISBN: 9780691650258 / Angielski / Twarda / 294 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influence the behavior of bond investors? Is it possible for the Federal Reserve to "twist" the interest-rate structure in accordance with its policy objectives? These are among the questions treated. Originally published in 1966. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press.... Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transaction... |
cena:
559,80 |
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SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python
ISBN: 9781137378637 / Angielski / Twarda / 216 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model a la LIBOR Market Model (LMM) is often employed to value these more complex derivatives, however the LMM is unable to capture the volatility smile. A joint SABR LIBOR Market Model is the natural evolution towards a consistent pricing of vanilla and exotic products. Knowledge of these models is essential to all aspiring interest rate quants, traders and risk... Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a s... |
cena:
342,95 |
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Event Planning: Management & Marketing for Successful Events: Become an Event Planning Pro & Create a Successful Event Series
ISBN: 9781519178206 / Angielski / Miękka / 76 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In this book you will learn how to put on a successful event series that can generate revenue, and become either your main business, or generate leads and exposure to your main business. In this book I walk you through event planning and management fundamentals, and then explain how you can get significant growth in attendance. By the end of this event marketing and management book you will understand the best ways to make money from your events, and how to grow attendance. I welcome you to get this book, and I look forward to helping you create the best event series possible. Latest...
In this book you will learn how to put on a successful event series that can generate revenue, and become either your main business, or generate leads...
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cena:
40,09 |
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Basic Understanding of Mutual Funds: Book 7 For Teens and Young Adults
ISBN: 9781519658012 / Angielski / Miękka / 264 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
51,17 |
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Interest Rate Modelling
ISBN: 9781349517329 / Angielski / Miękka / 275 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the...
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increa...
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cena:
201,72 |
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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing
ISBN: 9781349443475 / Angielski / Miękka / 227 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in finance.
Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pric...
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cena:
201,72 |
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
ISBN: 9783662517437 / Angielski / Miękka / 982 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models. This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorpo... |
cena:
564,88 |
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Brazen: Big Banks, Swap Mania and the Fallout
ISBN: 9789813275560 / Angielski / Twarda / 552 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
438,10 |
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The Simplest Path to Wealth: Turn $50,000 into $3.3 Million
ISBN: 9781976994012 / Angielski / Miękka / 138 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
40,09 |
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The Winning Formula: Leadership, Strategy and Motivation The F1 Way
ISBN: 9781788700139 / Angielski / Miękka / 304 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The secrets to success gleaned from a life in the high-octane world of F1 from former racing driver, current TV commentator and entrepreneur David Coulthard
The secrets to success gleaned from a life in the high-octane world of F1 from former racing driver, current TV commentator and entrepreneur David Cou...
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cena:
55,44 |
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Keen Perspective into Usury
ISBN: 9781727739602 / Angielski / Miękka / 470 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
80,26 |
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Loan Sharks: The Birth of Predatory Lending
ISBN: 9780815734321 / Angielski / Miękka / 272 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
112,68 |
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Minimalist Budget: How to Use Minimalism in Your Favor to Finally Get Your Finances in Order and Achieve the Lifestyle of Your Dreams.
ISBN: 9781728793047 / Angielski / Miękka / 146 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
40,09 |
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