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100%: Andrew Cairns: Interest Rate Models - An Introduction (ISBN: 9780691187426) Princeton University Press, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
100%: Cairns, Andrew J. G.: Interest Rate Models: An Introduction (ISBN: 9780691118932) 2004, Princeton University Press, Vereinigte Staaten von Amerika, in Englisch.
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100%: Andrew J. G. Cairns: Interest Rate Models: An Introduction (ISBN: 9780691118949) in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
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Interest Rate Models: An Introduction
EN PBISBN: 9780691118932 bzw. 0691118930, in Englisch, Princeton University Press, Vereinigte Staaten von Amerika, Taschenbuch.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: USA.
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Softcover. NEW. Book is an International Edition and not the US edition version. US ISBN used for reference only. Brand new in Excellent condition with same contents as the US counterpart. May not include supplemental items like access codes or dvd/cd. Please contact us for any queries!
Von Händler/Antiquariat, Books NJ.
Softcover. NEW. Book is an International Edition and not the US edition version. US ISBN used for reference only. Brand new in Excellent condition with same contents as the US counterpart. May not include supplemental items like access codes or dvd/cd. Please contact us for any queries!
2
Interest Rate Models: An Introduction
EN PB USISBN: 9780691118932 bzw. 0691118930, in Englisch, Princeton University Press, Vereinigte Staaten von Amerika, Taschenbuch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: USA.
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Brand New Softcover International Edition, Have same content as US Edition. ISBN And Book cover may be different. Not a Used Book, Book Language:English. Printed in Black and White. Excellent customer service response.
Von Händler/Antiquariat, knkbooks.
Brand New Softcover International Edition, Have same content as US Edition. ISBN And Book cover may be different. Not a Used Book, Book Language:English. Printed in Black and White. Excellent customer service response.
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Interest Rate Models: An Introduction
EN PBISBN: 9780691118932 bzw. 0691118930, in Englisch, Princeton University Press, Vereinigte Staaten von Amerika, Taschenbuch.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: USA.
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Paperback. New. Brand New Softcover International Edition, 288 pages, Have same content as US Edition. ISBN is different. Never Used, in English Language. Printed in Black and White. 100% return and refund.
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Paperback. New. Brand New Softcover International Edition, 288 pages, Have same content as US Edition. ISBN is different. Never Used, in English Language. Printed in Black and White. 100% return and refund.
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Interest Rate Models: An Introduction
EN NWISBN: 9780691118949 bzw. 0691118949, in Englisch, Princeton University Press, neu.
Lieferung aus: Kanada, In Stock, plus shipping.
Andrew J. G. Cairns, Books, Business and Finance, Finance and Investing, Finance, Interest Rate Models: An Introduction, The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers--be they graduate students, academics, or practitioners--confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. The mathematical chapters begin with the simple binomial model that introduces many core ideas. But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. The book describes fully the broad range of approaches to interest rate modelling: short-rate models, no-arbitrage models, the Heath-Jarrow-Morton framework, multifactor models, forward measures, positive-interest models, and market models. Later chapters cover some related topics, including numerical methods, credit risk, and model calibration. Significantly, the book develops the martingale approach to bond pricing in detail, concentrating on risk-neutral pricing, before later exploring recent advances in interest rate modelling where different pricing measures are important.
Andrew J. G. Cairns, Books, Business and Finance, Finance and Investing, Finance, Interest Rate Models: An Introduction, The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers--be they graduate students, academics, or practitioners--confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. The mathematical chapters begin with the simple binomial model that introduces many core ideas. But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. The book describes fully the broad range of approaches to interest rate modelling: short-rate models, no-arbitrage models, the Heath-Jarrow-Morton framework, multifactor models, forward measures, positive-interest models, and market models. Later chapters cover some related topics, including numerical methods, credit risk, and model calibration. Significantly, the book develops the martingale approach to bond pricing in detail, concentrating on risk-neutral pricing, before later exploring recent advances in interest rate modelling where different pricing measures are important.
5
Interest Rate Models
EN PB USISBN: 9780691118949 bzw. 0691118949, in Englisch, Perseus Distribution, Taschenbuch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, In Stock.
9780691118949,0691118949,interest,rate,models,cairns, Excellent Marketplace listings for "Interest Rate Models" by Cairns starting as low as $27.33! Paperback, Shipping to USA only!
9780691118949,0691118949,interest,rate,models,cairns, Excellent Marketplace listings for "Interest Rate Models" by Cairns starting as low as $27.33! Paperback, Shipping to USA only!
6
Interest Rate Models
EN NWISBN: 9780691118949 bzw. 0691118949, in Englisch, Princeton University Press, United States of America, neu.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, in-stock.
The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers-be they graduate students, academics, or practitioners-confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. The mathematical chapters begin with the simple binomial model that introduces many core ideas. But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. The book describes fully the broad range of approaches to interest rate modelling: short-rate models, no-arbitrage models, the Heath-Jarrow-Morton framework, multifactor models, forward measures, positive-interest models, and market models. Later chapters cover some related topics, including numerical methods, credit risk, and model calibration. Significantly, the book develops the martingale approach to bond pricing in detail, concentrating on risk-neutral pricing, before later exploring recent advances in interest rate modelling where different pricing measures are important.
The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers-be they graduate students, academics, or practitioners-confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. The mathematical chapters begin with the simple binomial model that introduces many core ideas. But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. The book describes fully the broad range of approaches to interest rate modelling: short-rate models, no-arbitrage models, the Heath-Jarrow-Morton framework, multifactor models, forward measures, positive-interest models, and market models. Later chapters cover some related topics, including numerical methods, credit risk, and model calibration. Significantly, the book develops the martingale approach to bond pricing in detail, concentrating on risk-neutral pricing, before later exploring recent advances in interest rate modelling where different pricing measures are important.
7
Interest Rate Models: An Introduction (2004)
EN HCISBN: 9780691118932 bzw. 0691118930, in Englisch, Princeton University Press, gebundenes Buch.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: USA.
Von Händler/Antiquariat, Ergodebooks.
Princeton University Press, 2004-01-05. Hardcover. Used:Good. Buy with confidence. Excellent Customer Service & Return policy. Ships Fast. Expedite Shipping Available.
Von Händler/Antiquariat, Ergodebooks.
Princeton University Press, 2004-01-05. Hardcover. Used:Good. Buy with confidence. Excellent Customer Service & Return policy. Ships Fast. Expedite Shipping Available.
8
Interest Rate Models: An Introduction
EN PBISBN: 9780691118932 bzw. 0691118930, in Englisch, Princeton University Press, Vereinigte Staaten von Amerika, Taschenbuch.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: USA.
Von Händler/Antiquariat, Vegas Texts.
Softcover. NEW. International Edition Book - Brand New with different ISBN and title! Fast reliable shipping, please contact us for any query. Supplemental items not usually included.
Von Händler/Antiquariat, Vegas Texts.
Softcover. NEW. International Edition Book - Brand New with different ISBN and title! Fast reliable shipping, please contact us for any query. Supplemental items not usually included.
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