Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)

	List Price: $99.95 Our Price: $71.96 Your Save: $ 27.99 ( 28% ) Availability: Usually ships in 24 hours Manufacturer: Chapman & Hall/CRC
Average Customer Rating:
Binding: Hardcover Dewey Decimal Number: 332.64570151 EAN: 9781584884415 ISBN: 158488441X Label: Chapman & Hall/CRC Number Of Items: 1 Number Of Pages: 224 Publication Date: 2005-03-29 Publisher: Chapman & Hall/CRC Studio: Chapman & Hall/CRC
Accessories Quantitative Modeling of Derivative Securities: From Theory To Practice Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series) An Introduction to Credit Risk Modeling (Chapman & Hall/Crc Financial Mathematics Series)
Related Items The LIBOR Market Model in Practice (The Wiley Finance Series) Engineering BGM (Chapman & Hall/Crc Financial Mathematics Series) Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) The Volatility Surface: A Practitioner's Guide (Wiley Finance) Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)
Spotlight customer reviews: Customer Rating: Summary: Good exposition Comment: The book is quite technical, but at the same time quite clear. It's definitely a good source to learn from.
Editorial Reviews: Customer Rating: Summary: Good exposition Comment: The book is quite technical, but at the same time quite clear. It's definitely a good source to learn from. The Libor market model is still one of the most popular and advanced tools for modeling interest rates and interest rate derivatives. However, finding a useful procedure for calibrating the model has been a perennial problem. Robust Libor Modelling and Pricing of Derivative Products introduces a new approach and its impact on Libor derivative pricing. Intended for newcomers to financial mathematics and engineering, the book serves as a quick introduction to the area of interest rate modelling and pricing. It also provides an innovative treatment of issues concerning Libor calibration and the pricing of exotic instruments, that will appeal to more experienced practitioners in the field.

eFinancialDistrict Market Place Planet Loan Get Free Debt Consolidation Quotes! Click here to lower your monthly payments. LowerMyBills.com You Don't Need Perfect Credit to Refinance & Save $1000s. Compare Quotes from up to 4 lenders at LowerMyBills.com Credit Repair Bad Credit cost you money in higher interest rates Click here to learn proven methods of repairing your credit. Forbes Investment Newsletters Forbes Special Situation Survey - Our editor was ranked the #1 Stock Picker for 2003 by The Money Show Digest. click here! CreditReporting.com The FTC advises monitoring your CREDIT REPORT activity ON ALL 3 BUREAUS. Order your 3-bureau report from CreditReporting.com today.

What is eFinancialDistrict Market Place? eFinancialDistrict is a full-featured finance and accounting portal, and this book store is a part of it. Since the book store selectively offers finance and accounting books and other related products, our guess is that you are also interested in various finance and banking services. This market place lists links to those services. Half of services offer you free information for you to find out more about those services. Of course, it is completely free to request information. If you find something interesting, just click on it!