» advanced search
subscribe & win

Sign up for our newsletter and enter to win FREE books.

your e-mail address Send!

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Cover may not depict edition offered for sale

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

by Damiano Brigo, Fabio Mercurio

About this title: The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the ... read more

Note: This is a general synopsis. Each listing is described below.

Page 1 of 1   change currency
sort by
Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Brigo, Damiano; Mercurio, Fabio

price: $111.24

Ships from MI, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: Springer ISBN-13: 9783540221494 ISBN: 3540221492

Description: 3540221492 You'll receive a BRAND-NEW book in perfect condition. IMMEDIATE & FAST UPS shipping. UPS does NOT deliver to PO Boxes or APO addresses, so please give us a physical address to ship to. We cannot ship this item to Alaska or Hawaii. We provide EXCEPTIONAL customer service. We're open 24/7 to serve you best. We've been selling online for over 13 years, over 3 million customers served. Please note that since this item is brand-new & direct from the publisher, it WILL include everything ... read more

condition:

Book: New

Available qty: >10

 

seller information:

Name: BUYALLBOOKS, MI, USA

Reliability: Best

Interest Rate Models-Theory and Practice With Smile, Inflation and Credit new book

Interest Rate Models-Theory and Practice With Smile, Inflation and Credit

by Brigo, Damiano Mercurio, Fabio

price: $114.92

Ships from WARKS, UNITED KINGDOM Order this item today and it should be delivered to any address by Wednesday, December 24.

Edition: 2 REV ED Binding: Hardback Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG Country = GERMANY Date Published: 2006 ISBN-13: 9783540221494 ISBN: 3540221492

Description: BRAND NEW HARDBACK. 1037 pages. (1036 pages) contains a calibration discussion of the basic libor market model, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. this work also includes a discussion of historical estimation of the instantaneous correlation matrix and of rank reduction. 124 black & white illustrations, 131 black & white tables edition 2 rev ed (Hardback) read more

condition:

Book: New

 

seller information:

Name: Quartermelon, WARKS, UNITED KINGDOM

Reliability: Best

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit new book

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

by Brigo, Damiano, and Mercurio, Fabio

price: $66.50

Ships from NJ, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Edition: 2nd ed. Binding: Hardcover Publisher: Springer Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. Sewn binding. Paper over boards. 981 p. Contains: Illustrations. Springer Finance. read more

condition:

Book: New

Available qty: >10

 

seller information:

Name: Shams, NJ, USA

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigofabio Mercurio

price: $72.25

Ships from NJ, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

ISBN-13: 9783540221494 ISBN: 3540221492

Description: BRAND NEW. 3540221492. read more

condition:

Book: New

Available qty: 10

 

seller information:

Name: indoo, NJ, USA

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigo, Fabio Mercurio

price: $79.60

Ships from NJ, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. NO EXPEDITED SHIPPING! Brand new item. read more

condition:

Book: New

Available qty: 6

 

seller information:

Name: A1Books, NJ, USA

Reliability: High

Interest Rate Models-Theory and Practice-With Smile, Inflation and Credit new book

Interest Rate Models-Theory and Practice-With Smile, Inflation and Credit

by Brigo Damiano

price: $82.05

Ships from NY, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: Springer Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: (NEW TITLE), Size 23cm, pp. lvi + 981. read more

condition:

Book: New

Available qty: 3

 

seller information:

Name: finebook, NY, USA

Reliability: High

Interest Rate Models-Theory and Practice, Damiano Brigo new book

Interest Rate Models-Theory and Practice, Damiano Brigo

price: $88.62

Ships from CT, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. read more

condition:

Book: New

Available qty: 6

 

seller information:

Name: TextbookX, CT, USA

Reliability: High

Interest Rate Models-Theory and Practice new book

Interest Rate Models-Theory and Practice

by Mercurio, Fabio

price: $94.22

Ships from IL, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardback Publisher: SPRINGER Date Published: 2005 ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. Contains a calibration discussion of the basic LIBOR market model, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. This work also includes a discussion... read more

condition:

Book: New

Available qty: 2

 

seller information:

Name: Paperbackshop, IL, USA

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigo

price: $99.00

Ships from FL, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: Springer Date Published: 2006 ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. read more

condition:

Book: New

Available qty: 4

 

seller information:

Name: More Books, FL, USA

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigo, Fabio Mercurio

price: $108.97

Ships from NJ, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. DISPATCHED FROM UNITED KINGDOM. NO EXPEDITED SHIPPING! Please note orders are confirmed immediately and may take 2-3 business days to ship. This processing time is in addition to the shipping time. Please allow 10-14 days for delivery. Brand new item. Order now. Selling online since 1995. Order with confidence. Code: G20091108082348D. read more

condition:

Book: New

Available qty: >10

 

seller information:

Name: A1Books, NJ, USA

Reliability: High

Interest Rate Models-Theory and Practice: With S new book

Interest Rate Models-Theory and Practice: With S

by Brigo, Damiano And Mercurio, Fabio

price: $109.47

Ships from IL, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Edition: 2ND Binding: Hardback Publisher: SPRINGER VERLAG GMBH Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. read more

condition:

Book: New

Available qty: 3

 

seller information:

Name: Paperbackshop, IL, USA

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigo, Fabio Mercurio

price: $112.10

Ships from MI, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: Springer Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. read more

condition:

Book: New

 

seller information:

Name: usedbooks4sale10, MI, USA

Reliability: High

Interest Rate Models-Theory and Practice new book

Interest Rate Models-Theory and Practice

by Damiano Brigo; Fabio Mercurio

price: $114.41

Ships from NJ, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: SPVB ISBN-13: 9783540221494 ISBN: 3540221492

Description: PLEASE NOTE: All books are promptly imported from the UK using International Priority Airmail. Delivery is typically 5-10 working days. Please do not select expedited shipping. Heavier and more expensive items have tracking number. Professional and reliable bookseller (est.1987). When implementing mathematical models for pricing interest rate derivatives one must address a number of practical issues such as the choice of a satisfactory model, the calibration to market data, the implementation ... read more

condition:

Book: New

Available qty: 10

 

seller information:

Name: Books Express USA, NJ, USA

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit

by Damiano Brigo, Fabio Mercurio

price: $117.79

Ships from MERSEYSIDE, UNITED KINGDOM Order this item today and it should be delivered to any address by Wednesday, December 24.

ISBN-13: 9783540221494 ISBN: 3540221492

Description: BRAND NEW FROM THE SAINT BOOKSTORE. read more

condition:

Book: New

Available qty: 2

 

seller information:

Name: The Saint Bookstore, MERSEYSIDE, UNITED KINGDOM

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) used book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigo, Fabio Mercurio

price: $119.73

Ships from NJ, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

ISBN-13: 9783540221494 ISBN: 3540221492

Description: Like New. SHIPS FROM GERMANY. NO EXPEDITED SHIPPING! Allow 10-14 business days for delivery. Please always check the language in the product description section. Few left in stock-order soon. Selling online since 1995. Code: L20091106150713I. read more

condition:

Book: Fine/Like New

Available qty: 6

 

seller information:

Name: A1Books, NJ, USA

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit

by Damiano Brigo, Fabio Mercurio

price: $130.78

Ships from KENT, UNITED KINGDOM Order this item today and it should be delivered to any address by Wednesday, December 24.

Edition: 2nd Publisher: Springer ISBN-13: 9783540221494 ISBN: 3540221492

Description: Please note that deliveries to addresses in the UK and Europe will be in 4-14 business days. Other countries should refer to Alibris standard times. The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the ... read more

condition:

Book: New

 

seller information:

Name: A Green Hippo, KENT, UNITED KINGDOM

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance) new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Brigo, Damiano; Mercurio, Fabio

price: $133.00

Ships from FL, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: Springer ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. 3540221492 HARDCOVER. NEW. Never used. read more

condition:

Book: New

 

seller information:

Name: BritneyJohnson, FL, USA

Reliability: High

Interest Rate Models new book

Interest Rate Models

by Brigo, Damiano; Mercurio, Fabio

price: $151.58

Ships from GERMANY Order this item today and it should be delivered to any address by Wednesday, December 24.

Edition: 2nd ed. Binding: Hardcover / Publisher: Springer-Verlag GmbH Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: New. read more

condition:

Book: New

Available qty: >10

 

seller information:

Name: Bides - books - Germany, GERMANY

Reliability: High

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit used book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit

by Brigo, Damiano, and Mercurio, Fabio

price: $80.00

Ships from NC, USA Order this item today and it should be delivered to any address by Wednesday, December 24.

Edition: 2nd ed. Binding: Hardcover Publisher: Springer Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: Good in very good dust jacket. Sewn binding. Paper over boards. 981 p. Contains: Illustrations. Springer Finance. Audience: General/trade. Good condition. US student edition. Ships out quickly. read more

condition:

Book: Good

 

seller information:

Name: textbookwizards, NC, USA

Reliability: Average

Interest Rate Models-Theory and Practice new book

Interest Rate Models-Theory and Practice

by Damiano Brigo, Fabio Mercurio,

price: $87.00

Ships from INDIA Order this item today and it should be delivered to any address by Wednesday, December 24.

Edition: 2nd Binding: Hardcover Publisher: Springer-Verlag Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: New in New jacket. read more

condition:

Book: New

 

seller information:

Name: Delhi Book Store, INDIA

Reliability: Average

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit new book

Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit

by Damiano Brigo

price: $108.46

Ships from INDIA Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: Springer Date Published: 2007 ISBN-13: 9783540221494 ISBN: 3540221492

Description: Size 23cm, (NEW TITLE), pp. lvi + 981. read more

condition:

Book: New

Available qty: 3

 

seller information:

Name: Purana Books, INDIA

Reliability: Average

Interest Rate Models-Theory and Practice new book

Interest Rate Models-Theory and Practice

by Damiano Brigo; Fabio Mercurio

price: $119.65

Ships from UNITED KINGDOM Order this item today and it should be delivered to any address by Wednesday, December 24.

Binding: Hardcover Publisher: SPVB ISBN-13: 9783540221494 ISBN: 3540221492

Description: PLEASE NOTE: All books are promptly imported from the UK using International Priority Airmail. Delivery is typically 5-10 working days. Please do not select expedited shipping. Heavier and more expensive items have tracking number. Professional and reliable bookseller (est.1987). When implementing mathematical models for pricing interest rate derivatives one must address a number of practical issues such as the choice of a satisfactory model, the calibration to market data, the implementation ... read more

condition:

Book: New

Available qty: 10

 

seller information:

Name: Books Express, UNITED KINGDOM

Reliability: Average


Page 1 of 1

*What is a Wishlist?

 

 

QuickBuy: Click for the lowest-cost copy in very good condition or better from our most reliable sellers.
$66.50  

(new hardcover, see detail)

Order this item today and it should be delivered to any address by Wednesday, December 24.

change currency

Our Money-Back Guarantee

We guarantee every item's condition, as described on Alibris. If you are not satisfied that an item is as described, return your purchase for a refund.

YOU MIGHT LIKE ...
Credit Derivatives Pricing Models: Models, Pricing and Implementation

Credit Derivatives Pricing Models: Models, Pricing and Implementation

by Philipp J Schonbucher, Philipp J Sch&#246 Nbucher

see all from $88.57!

new only from $88.57!

Options, futures, & other derivatives

Options, futures, & other derivatives

by John Hull

see all from $1.99!

new only from $25.97!

Statistical Inference

Statistical Inference

by Roger L Berger, George Casella

see all from $83.95!

new only from $83.95!

Advanced Macroeconomics

Advanced Macroeconomics

by David Romer

see all from $4.99!

new only from $39.99!

Microeconometrics: Methods and Applications

Microeconometrics: Methods and Applications

by Adrian Colin Cameron, Pravin K Trivedi

see all from $64.75!

new only from $74.99!

The Econometrics of Financial Markets

The Econometrics of Financial Markets

by John W Campbell, Archie C Mackinlay, Andrew W Lo

see all from $62.99!

new only from $73.61!