Back to home page
|Listed in category:
|
Add to Watchlist
Postage and deliveryClick "see details" for additional postage and returns information.

Picture 1 of 1

Picture 1 of 1
Have one to sell?
Sell it yourself

Interest Rate Models - Theory and Practice - 9783662517437

BOOKS etc.
  • (478706)
GBP 97.36
ApproximatelyAU $189.74
Condition:
Brand new
5 available1 sold
People are checking this out. 4 have added this to their Watchlist.
Other people bought this. 1 has already sold.
This item will be sent through eBay's Global Shipping Program.
Includes international tracking, simplified customs clearance, and no extra charges at delivery. Learn more
Postage:
GBP 29.66 (approx. AU $57.80) International Priority Shipping to United States via eBay's Global Shipping Program
This amount includes seller-specified domestic postage costs as well as applicable international postage, handling and other fees. This amount is subject to change until you make payment. For additional information, see the Global Shipping Program terms and conditions
.
Located in: Aldershot, United Kingdom
Import charges: 
Free amount confirmed at checkout
This amount includes applicable customs duties, taxes, brokerage and other fees. This amount is subject to change until you make payment. For additional information, see the Global Shipping Program terms and conditions
Delivery:
Estimated between Fri, 4 Oct and Mon, 14 Oct to 43230
Estimated delivery dates - opens in a new window or tab include seller's handling time, origin postcode, destination postcode and time of acceptance and will depend on the postage service selected and receipt of cleared paymentcleared payment - opens in a new window or tab. Delivery times may vary, especially during peak periods.
Includes international tracking
Returns:
60-day returns. Buyer pays for return postage.
Payments:
    
International postage and import charges paid to Pitney Bowes Inc. Learn moreLearn more about the eBay Global Shipping Program

Shop with confidence

eBay Money Back Guarantee
Get the item you ordered or your money back. Learn moreeBay Money Back Guarantee - opens new window or tab
Report this item - opens in new window or tab
Seller assumes all responsibility for this listing.
eBay item number:314132478802
Last updated on 25 Sep, 2024 00:21:55 AESTView all revisionsView all revisions

Item specifics

Condition
Brand new: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
Book Title
Interest Rate Models - Theory and Practice
ISBN
9783662517437
Publication Name
Interest Rate Models-Theory and Practice: with Smile, Inflation and Credit
Publisher
Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
Subject
Accounting, Government, Mathematics
Series
Springer Finance
Publication Year
2016
Type
Textbook
Format
Paperback
Language
English
Item Height
235 mm
Author
Damiano Brigo, Fabio Mercurio
Item Width
155 mm
Item Weight
1541 g
Number of Pages
982 Pages

About this product

Product Information

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 instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.

Product Identifiers

Publisher
Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
ISBN-13
9783662517437
eBay Product ID (ePID)
24046658151

Product Key Features

Series
Springer Finance
Author
Damiano Brigo, Fabio Mercurio
Publication Name
Interest Rate Models-Theory and Practice: with Smile, Inflation and Credit
Format
Paperback
Language
English
Subject
Accounting, Government, Mathematics
Publication Year
2016
Type
Textbook
Number of Pages
982 Pages

Dimensions

Item Height
235 mm
Item Width
155 mm
Item Weight
1541 g

Additional Product Features

Country/Region of Manufacture
Germany
Title_Author
Fabio Mercurio, Damiano Brigo

Item description from the seller

Business seller information

Value Added Tax number:
  • GB 976952259
BOOKS etc.

BOOKS etc.

99.7% positive Feedback
1.6M items sold
Visit StoreContact
Joined Apr 2013
Usually responds within 24 hours
BOOKS etc is an UK online business that is based in ALDERSHOT, Hampshire. We are a family run company that aims to bring customers a fantastic selection of books with great prices, with friendly ...
See more

Detailed seller ratings

Average for the last 12 months
Accurate description
5.0
Reasonable postage costs
5.0
Postage speed
4.8
Communication
4.9

Seller Feedback (531,523)

  • s***l (82)- Feedback left by buyer.
    Past 6 months
    Verified purchase
    As described, favourable price, well packed, delivered on time and I was kept fully informed about despatch and delivery. An excellent book, too. I have used this seller previously with very professional service and will no doubt do so again.
    A Dozen A Day All Year Round - 9781785583742 (#314126103017)
  • t***n (433)- Feedback left by buyer.
    Past month
    Verified purchase
    Quick delivery well packaged,communication with seller good... exactly as described by seller and decent price too...good seller
    The Warriors - 9781788164337 (#314125776053)
  • 6***j (73)- Feedback left by buyer.
    Past 6 months
    Verified purchase
    The book was as described. Excellent value and good service. Very well packaged, delivery was accurate enough and good communication. Will be happy to buy from again. Many thanks
    Woodcarving Magic - 9781565235236 (#314126641264)
See all Feedback

Product ratings and reviews

Learn more
Write a review
No ratings or reviews yet.
Be the first to write the review.

More to explore: