Add this copy of Interest-Rate Option Models: Understanding, Analysing to cart. $6.95, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1998 by Wiley.
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Add this copy of Interest-Rate Option Models: Understanding, Analysing to cart. $12.99, good condition, Sold by Russell Books rated 5.0 out of 5 stars, ships from Victoria, BC, CANADA, published 1998 by Wiley.
Add this copy of Interest-Rate Option Models: Understanding, Analysing to cart. $15.95, very good condition, Sold by West with the Night rated 5.0 out of 5 stars, ships from Tucson, AZ, UNITED STATES, published 1998 by Wiley.
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Very good in very good dust jacket. light shelfwear to the jacket, previous owner name on first page, Sewn binding. Cloth over boards. 546 p. Contains: Illustrations. Wiley Financial Engineering. Audience: General/trade. The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities. It also presents a substantial new chapter devoted to this revolutionary modelling method. In this second edition, readers will also find important new data dealing with the securities market and the probabilistic/stochastic calculus tools. Other changes include: a new chapter on the issues arising in the pricing of several classes of exotic interest-rate instruments; and insights from the BDT and the Brennan and Schwartz approaches which can be combined into a new class of "generalised models". Further details can be found on the links between mean-reversion and calibration for the important classes of models. Dr Riccardo Rebonato is Director and Head of Research at Barclays Capital. He is responsible for the modelling, trading and risk management of the European exotic interest-rate products. He holds Doctorates in Nuclear Engineering and Science of Materials/Solid State Physics. Before moving into investment banking he was Research Fellow in Physics at Corpus Christi College (Oxford). He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide.
Add this copy of Interest-Rate Option Models: Understanding, Analysing to cart. $36.68, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1998 by Wiley.
Add this copy of Interest-Rate Option Models: Understanding, Analysing to cart. $67.08, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1998 by Wiley.
Add this copy of Interest-Rate Option Models: Understanding, Analysing to cart. $123.17, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from San Diego, CA, UNITED STATES, published 1998 by Wiley.
