40,95 €
40,95 €
inkl. MwSt.
Sofort per Download lieferbar
20 °P sammeln
40,95 €
Als Download kaufen
40,95 €
inkl. MwSt.
Sofort per Download lieferbar
20 °P sammeln
Jetzt verschenken
Alle Infos zum eBook verschenken
40,95 €
inkl. MwSt.
Sofort per Download lieferbar
Alle Infos zum eBook verschenken
20 °P sammeln
Andere Kunden interessierten sich auch für
![Robust Libor Modelling and Pricing of Derivative Products (eBook, PDF)]( "Robust Libor Modelling and Pricing of Derivative Products (eBook, PDF)")
Robust Libor Modelling and Pricing of Derivative Products (eBook, PDF)54,95 €![The SABR/LIBOR Market Model (eBook, PDF)]( "The SABR/LIBOR Market Model (eBook, PDF)")
The SABR/LIBOR Market Model (eBook, PDF)69,99 €![Pricing credit derivatives in a 'Libor Market Model' (eBook, PDF)]( "Pricing credit derivatives in a 'Libor Market Model' (eBook, PDF)")
Pricing credit derivatives in a 'Libor Market Model' (eBook, PDF)29,99 €![A Factor Model Approach to Derivative Pricing (eBook, PDF)]( "A Factor Model Approach to Derivative Pricing (eBook, PDF)")
A Factor Model Approach to Derivative Pricing (eBook, PDF)54,95 €![The LIBOR Market Model in Practice (eBook, PDF)]( "The LIBOR Market Model in Practice (eBook, PDF)")
The LIBOR Market Model in Practice (eBook, PDF)86,99 €![An introduction to the calibration of the Schwartz (1997) reduced-form, no-arbitrage two-factor model through the expectation maximization algorithm or prediction error decompo*tion (eBook, PDF)]( "An introduction to the calibration of the Schwartz (1997) reduced-form, no-arbitrage two-factor model through the expectation maximization algorithm or prediction error decompo*tion (eBook, PDF)")
An introduction to the calibration of the Schwartz (1997) reduced-form, no-arbitrage two-factor model through the expectation maximization algorithm or prediction error decompo*tion (eBook, PDF)33,99 €![The Shadow Banking System (eBook, PDF)]( "The Shadow Banking System (eBook, PDF)")
The Shadow Banking System (eBook, PDF)40,95 €
The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in the fields of mathematics, statistics, finance and, especially for implementation, computer science is necessary. The book provides the necessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the tradeoff of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.
Contents
Target Groups
The Author
Christoph Hackl, MA obtained his master's degree at the UAS bfi Vienna in the programme "Quantitative Asset and Risk Management".
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Contents
- Libor Market Model implementation framework
- Speed vs. correctness
- Application examples and possible extensions
Target Groups
- Researchers and advanced master degree students in a quantitative field (Mathematics, Quant. Finance, Statistics, Physics)
- Practitioners in the quantitative area of the financial services industry
The Author
Christoph Hackl, MA obtained his master's degree at the UAS bfi Vienna in the programme "Quantitative Asset and Risk Management".
Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.