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 ...
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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
Edition: 2 REV ED
Binding: Hardback
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG Country = GERMANY
Date Published: 2006
ISBN-13:9783540221494ISBN: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
Binding: Hardback
Publisher: SPRINGER
Date Published: 2005
ISBN-13:9783540221494ISBN: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
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
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
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
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
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
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
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Credit Derivatives Pricing Models: Models, Pricing and Implementation
by
Philipp J Schonbucher, Philipp J Schö Nbucher
