Term-Structure Models: A Graduate Course (Springer Finance) - Image 1

£52.99

Springer Term-Structure Models: A Graduate Course (Springer Finance)

Name: Term-Structure Models: A Graduate Course (Springer Finance)
Brand: Springer
Price: 52.99 GBP
Availability: InStock

29 black & white illustrations, biograph

Higher Education

It has never been this cheap. We have no record of a lower price.

£53 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 46 days · 46 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 46 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £53 (28 days, 60.9%)

Price range: £53 - £65

Price levels: 2 different prices over 46 days

Description

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.

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

Brand: Springer
Model: 29 black & white illustrations, biograph
Format: hardcover
ASIN: 3540097260
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 14 August 2009
Listed Since: 02 June 2008

Barcode

No barcode data available

Springer Term-Structure Models: A Graduate Course (Springer Finance)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Term-Structure Models: A Graduate Course (Springer Finance)

Interest Rate Models: An Introduction

Interest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (third Edition): 3rd Edition: 1 (Advanced Series On Statistical Science And Applied Probability)

Interest Rate Modeling. Volume 3: Products and Risk Management

Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

Engineering BGM (Chapman and Hall/CRC Financial Mathematics Series)

Modeling Fixed-Income Securities and Interest Rate Options: Second Edition

Interest-Rate Management (Springer Finance)

Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC Financial Mathematics Series)

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Frontiers in Finance Series)

Risk Books - Interest Rate Modelling after the Financial Crisis

The LIBOR Market Model in Practice: 322 (The Wiley Finance Series)

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

SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance)

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition): 1 (Economics: Current and Future Developments)

Pricing and Hedging Interest and Credit Risk Sensitive Instruments

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

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

Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

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

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis: 666 (Lecture Notes in Economics and Mathematical Systems, 666)