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Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging, Lionel Martellini



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Цена: 10973р.
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Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 644 шт.  Склад Америка: 130 шт.  
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Автор: Lionel Martellini
Название:  Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
Издательство: Wiley
Классификация:
ISBN: 0471495026
ISBN-13(EAN): 9780471495024
Обложка/Формат: Hardback
Страницы: 350
Вес: 0.56 кг.
Дата издания: November 29, 2000
Серия: Wiley frontiers in finance s.
Язык: English
Иллюстрации: Ill.
Размер: 236 x 167 x 22
Читательская аудитория: Professional & vocational
Подзаголовок: Dynamic methods for interest rate risk pricing and hedging
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: This work aims to provide a thorough explanation of moder methods for pricing and hedging with descriptions of the various modelling techniques that can be used to price the various securities, such as government bonds, treasury bills, and interest rate derivatives.
Дополнительное описание: Кол-во стр.: 270
Формат: 226 x 158
Дата издания: 2001
Илюстрации: Illustrations
Вес: 510
Круг читателей: research, professional





The Handbook of Fixed Income Securities, Eighth Edition

Автор: Fabozzi Frank J., Mann Steven V.
Название: The Handbook of Fixed Income Securities, Eighth Edition
ISBN: 0071768467 ISBN-13(EAN): 9780071768467
Издательство: McGraw-Hill
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Цена: 13859 р.
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Описание: A guide to fixed income securities. It offers information on the advanced products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. It provides you with the best techniques for taking advantage of this market.

Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation

Автор: Choudhry Moorad
Название: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
ISBN: 1576603342 ISBN-13(EAN): 9781576603345
Издательство: Wiley
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Цена: 9240 р.
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Описание: The definitive guide to fixed-come securities-revised to reflecttoday's dynamic financial environment

The Second Edition of the Fixed-Income Securities andDerivatives Handbook offers a completely updated and revisedlook at an important area of today's financial world. In additionto providing an accessible description of the main elements of thedebt market, concentrating on the instruments used and theirapplications, this edition takes into account the effect of therecent financial crisis on fixed income securities andderivatives.

As timely as it is timeless, the Second Edition of theFixed-Income Securities and Derivatives Handbook includes awealth of new material on such topics as covered and convertiblebonds, swaps, synthetic securitization, and bond portfoliomanagement, as well as discussions regarding new regulatory twistsand the evolving derivatives market.

  • Offers a more detailed look at the basic principles ofsecuritization and an updated chapter on collateralized debtobligations
  • Covers bond mathematics, pricing and yield analytics, and termstructure models
  • Includes a new chapter on credit analysis and the differentmetrics used to measure bond-relative value
  • Contains illustrative case studies and real-world examples ofthe topics touched upon throughout the book

Written in a straightforward and accessible style, MooradChoudhry's new book offers the ideal mix of practical tips andacademic theory within this important field.

Handbook of Fixed-Income Securities

Автор: Veronesi Pietro
Название: Handbook of Fixed-Income Securities
ISBN: 1118709195 ISBN-13(EAN): 9781118709191
Издательство: Wiley
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Цена: 13745 р.
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Описание: Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fix

Pricing derivative securities (2nd edition)

Название: Pricing derivative securities (2nd edition)
ISBN: 9812700331 ISBN-13(EAN): 9789812700339
Издательство: World Scientific Publishing
Рейтинг:
Цена: 12194 р.
Наличие на складе: Поставка под заказ.

Описание: Suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs, this book presents techniques for valuing derivative securities. It provides tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus and also covers the pricing theory.

A Structural Framework for the Pricing of Corporate Securities / Economic and Empirical Issues

Автор: Genser Michael
Название: A Structural Framework for the Pricing of Corporate Securities / Economic and Empirical Issues
ISBN: 3540286837 ISBN-13(EAN): 9783540286837
Издательство: Springer
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Цена: 9404 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is the first comprehensive treatment of structural credit risk models for the simultaneous and consistent pricing of corporate securities. Through the development of a flexible economic framework based on the firm’s EBIT, the reader is taken from the economic principles of firm value models to the empirical implementation. Analytical solutions are provided if EBIT follows an arithmetic or geometric Brownian motion. In addition, numerical methods are proposed to solve more advanced economic settings or to price derivatives on corporate securities. Numerical examples make the theory easily accessible and show its ability to reproduce empirical observations. An econometric implementation guides towards practical application. Hence, the book provides a state-of-the-art exposition of corporate securities pricing for academics and practitioners alike.

Derivative Securities and Difference Methods

Автор: Zhu You-lan, Wu Xiaonan, Chern I-Liang
Название: Derivative Securities and Difference Methods
ISBN: 0387208429 ISBN-13(EAN): 9780387208428
Издательство: Springer
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Цена: 8041 р.
Наличие на складе: Поставка под заказ.

Описание:  This book provides an overview of the theory of pricing financial derivatives and presents finite difference methods for numerically approximating derivative prices.

The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation

Автор: Raynes, Sylvain
Название: The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
ISBN: 0195152735 ISBN-13(EAN): 9780195152739
Издательство: Oxford Academ
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Цена: 13229 р.
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Описание: The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.

Risk Management, Speculation, and Derivative Securities,

Автор: Geoffrey Poitras
Название: Risk Management, Speculation, and Derivative Securities,
ISBN: 0125588224 ISBN-13(EAN): 9780125588225
Издательство: Elsevier Science
Рейтинг:
Цена: 14944 р.
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Описание: Presenting an explanation of speculative trading and risk management from the practitioner`s point of view, this text on financial risk management departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. It offers a general framework for risk management and speculation using derivative securities.

Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation

Автор: Choudhry Moorad
Название: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
ISBN: 1576601641 ISBN-13(EAN): 9781576601648
Издательство: Wiley
Цена: 6970 р.
Наличие на складе: Поставка под заказ.

Fixed income securities

Автор: Veronesi, Pietro
Название: Fixed income securities
ISBN: 0470109106 ISBN-13(EAN): 9780470109106
Издательство: Wiley
Рейтинг:
Цена: 23447 р.
Наличие на складе: Поставка под заказ.

Описание: The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity.

Fixed Income Securities

Автор: Tuckman Bruce
Название: Fixed Income Securities
ISBN: 0470904038 ISBN-13(EAN): 9780470904039
Издательство: Wiley
Рейтинг:
Цена: 8663 р.
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Описание: Newly created fixed income securities and traditional ones alike are topics of concern for students looking towards a career in finance. This fully updated and revised University Edition of Fixed Income Securities provides the most advanced thinking in this field and comprehensively shows how to value the complete universe of fixed income securities. Readers will come away with invaluable knowledge of this topic after using Fixed Income Securities, Third Edition as their learning tool.

Pricing and Hedging of Derivative Securities

Автор: Nielsen, Lars Tyge
Название: Pricing and Hedging of Derivative Securities
ISBN: 0198776195 ISBN-13(EAN): 9780198776192
Издательство: Oxford Academ
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Цена: 12367 р.
Наличие на складе: Невозможна поставка.

Описание: An introduction to advanced probability theory in financial economics, this text covers continuous-time stochastic processes; trading, pricing, and hedging in continuous time, using the Martingale approach; and the BlackScholes and Gaussian one-factor models of the term structure of interest rates.


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