Interest-Rate Option Models

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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.
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9750円Interest-Rate Option Models本・音楽・ゲーム本How and Why Interest Rates Affect Options"https://m.media-amazon.com/images/I/51IvutzLK0L._AC_UF894,1000_QL80_.jpg","https://m.media-amazon.com/images/I/91UUVFd 3QL._AC_UF894,1000_QL80_.jpg","https://m.media-amazon.com/images/I/51IvutzLK0L._SR600,315_PIWhiteStrip,BottomLeft,0,35_PIStarRatingFOURANDHALF,BottomLeft,360,-6_SR600,315_ZA6,445,290,400,400,AmazonEmberBold,12,4,0,0,5_SCLZZZZZZZ_FMpng_BG255,255,255.jpg","https://m.media-amazon.com/images/I/5159GVaS4FL._SR600,315_PIWhiteStrip,BottomLeft,0,35_PIStarRatingFOUR,BottomLeft,360,-6_SR600,315_SCLZZZZZZZ_FMpng_BG255,255,255.jpg","https://analystprep.com/study-notes/wp-content/uploads/2021/05/Two-period-Interest-Rate-Tree-Call-Option-scaled.jpg"Interest-Rate Option Models : Understanding, Analyzing and Using Models for  Exotic Interest-Rate Options (Wiley Series in Financial Engineering)

Interest-Rate Option Models : Understanding, Analyzing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering)


Interest-Rate Option Models:... by Rebonato, Riccardo

Interest-Rate Option Models:... by Rebonato, Riccardo


Interest-Rate Option Models : Understanding, Analyzing and Using

Interest-Rate Option Models : Understanding, Analyzing and Using


Interest-Rate Option Models:... by Rebonato, Riccardo

Interest-Rate Option Models:... by Rebonato, Riccardo


Valuation of an Interest Rate Option (2022 curriculum) - CFA, FRM

Valuation of an Interest Rate Option (2022 curriculum) - CFA, FRM


How and Why Interest Rates Affect Options

How and Why Interest Rates Affect Options


Navigating Interest Rate Options with Binomial Trees - FasterCapital

Navigating Interest Rate Options with Binomial Trees - FasterCapital


Interest Rate Options - What Is It, Examples, Types, Advantages

Interest Rate Options - What Is It, Examples, Types, Advantages


Interest-Rate Option Models: Understanding, Analysing and Using

Interest-Rate Option Models: Understanding, Analysing and Using


Work with Negative Interest Rates Using Objects - MATLAB

Work with Negative Interest Rates Using Objects - MATLAB


CFA Level 2 | Derivatives: Valuing Interest Rate Options Using

CFA Level 2 | Derivatives: Valuing Interest Rate Options Using


Calculation flow chart of option-adjusted spread. | Download

Calculation flow chart of option-adjusted spread. | Download


Black Model Valuation of Interest Rate Options and Swaptions - CFA

Black Model Valuation of Interest Rate Options and Swaptions - CFA


Modeling Fixed Income Securities and Interest Rate Options (Chapman and  Hall/CRC

Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC


Interest Rate Derivatives: More Advanced Models Chapter 24

Interest Rate Derivatives: More Advanced Models Chapter 24


Option Prices in the Variance Gamma Model - Wolfram Demonstrations

Option Prices in the Variance Gamma Model - Wolfram Demonstrations


Interest Rate Options - Overview, Importance, Risks

Interest Rate Options - Overview, Importance, Risks


Understanding the Binomial Option Pricing Model

Understanding the Binomial Option Pricing Model


Interest Rate Derivatives and Mark to Market Losses: A

Interest Rate Derivatives and Mark to Market Losses: A


10 1 Introduction to interest rate models Part 1

10 1 Introduction to interest rate models Part 1


Stochastic interest rate models news and analysis articles - Risk.net

Stochastic interest rate models news and analysis articles - Risk.net


Call option prices, volatility and interest rate in the Black

Call option prices, volatility and interest rate in the Black


BLACK - SCHOLES -- OPTION PRICING MODELS

BLACK - SCHOLES -- OPTION PRICING MODELS


Option Pricing: Models, Formula, & Calculation

Option Pricing: Models, Formula, & Calculation


Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of

Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of


Interest Rate Derivatives: Models of the Short Rate - ppt download

Interest Rate Derivatives: Models of the Short Rate - ppt download


Interest Rate Models - Theory and Practice: With Smile, Inflation and  Credit (Springer Finance)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)


Navigating Interest Rate Options with Binomial Trees - FasterCapital

Navigating Interest Rate Options with Binomial Trees - FasterCapital


The price option profile f() against for various risk-free

The price option profile f() against for various risk-free


Interest Rate Models and Negative Rates | FINCAD

Interest Rate Models and Negative Rates | FINCAD


Navigating Interest Rate Options with Binomial Trees - FasterCapital

Navigating Interest Rate Options with Binomial Trees - FasterCapital


black model-interest rate option-有问必答-品职教育专注CFA ESG FRM

black model-interest rate option-有问必答-品职教育专注CFA ESG FRM


How to Price Interest Rate Options with Negative Interest Rates

How to Price Interest Rate Options with Negative Interest Rates


Chapter 30 Interest Rate Derivatives: Model of the Short Rate

Chapter 30 Interest Rate Derivatives: Model of the Short Rate


Interest rates: The Impact of Interest Rates on Prepayment Models

Interest rates: The Impact of Interest Rates on Prepayment Models


Mathematics | Free Full-Text | Option Pricing under a Generalized

Mathematics | Free Full-Text | Option Pricing under a Generalized


Interest Rate Call Option - What Is It, Examples, Benefits, Risks

Interest Rate Call Option - What Is It, Examples, Benefits, Risks


Introduction to Black Model for Interest rate caps

Introduction to Black Model for Interest rate caps


PDF) Pricing and Hedging Interest Rate Options: Evidence from Cap

PDF) Pricing and Hedging Interest Rate Options: Evidence from Cap


1. Price interest rate options under the Ho-Lee | Chegg.com

1. Price interest rate options under the Ho-Lee | Chegg.com





Interest-Rate Option Models : Understanding, Analyzing and Using Models for  Exotic Interest-Rate Options (Wiley Series in Financial Engineering)

Interest-Rate Option Models : Understanding, Analyzing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering)


Interest-Rate Option Models:... by Rebonato, Riccardo

Interest-Rate Option Models:... by Rebonato, Riccardo


Interest-Rate Option Models : Understanding, Analyzing and Using

Interest-Rate Option Models : Understanding, Analyzing and Using


Interest-Rate Option Models:... by Rebonato, Riccardo

Interest-Rate Option Models:... by Rebonato, Riccardo


Valuation of an Interest Rate Option (2022 curriculum) - CFA, FRM

Valuation of an Interest Rate Option (2022 curriculum) - CFA, FRM


How and Why Interest Rates Affect Options

How and Why Interest Rates Affect Options


Navigating Interest Rate Options with Binomial Trees - FasterCapital

Navigating Interest Rate Options with Binomial Trees - FasterCapital


Interest Rate Options - What Is It, Examples, Types, Advantages

Interest Rate Options - What Is It, Examples, Types, Advantages


Interest-Rate Option Models: Understanding, Analysing and Using

Interest-Rate Option Models: Understanding, Analysing and Using


Work with Negative Interest Rates Using Objects - MATLAB

Work with Negative Interest Rates Using Objects - MATLAB


CFA Level 2 | Derivatives: Valuing Interest Rate Options Using

CFA Level 2 | Derivatives: Valuing Interest Rate Options Using


Calculation flow chart of option-adjusted spread. | Download

Calculation flow chart of option-adjusted spread. | Download


Black Model Valuation of Interest Rate Options and Swaptions - CFA

Black Model Valuation of Interest Rate Options and Swaptions - CFA


Modeling Fixed Income Securities and Interest Rate Options (Chapman and  Hall/CRC

Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC


Interest Rate Derivatives: More Advanced Models Chapter 24

Interest Rate Derivatives: More Advanced Models Chapter 24


Option Prices in the Variance Gamma Model - Wolfram Demonstrations

Option Prices in the Variance Gamma Model - Wolfram Demonstrations


Interest Rate Options - Overview, Importance, Risks

Interest Rate Options - Overview, Importance, Risks


Understanding the Binomial Option Pricing Model

Understanding the Binomial Option Pricing Model


Interest Rate Derivatives and Mark to Market Losses: A

Interest Rate Derivatives and Mark to Market Losses: A


10 1 Introduction to interest rate models Part 1

10 1 Introduction to interest rate models Part 1


Stochastic interest rate models news and analysis articles - Risk.net

Stochastic interest rate models news and analysis articles - Risk.net


Call option prices, volatility and interest rate in the Black

Call option prices, volatility and interest rate in the Black


BLACK - SCHOLES -- OPTION PRICING MODELS

BLACK - SCHOLES -- OPTION PRICING MODELS


Option Pricing: Models, Formula, & Calculation

Option Pricing: Models, Formula, & Calculation


Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of

Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of


Interest Rate Derivatives: Models of the Short Rate - ppt download

Interest Rate Derivatives: Models of the Short Rate - ppt download


Interest Rate Models - Theory and Practice: With Smile, Inflation and  Credit (Springer Finance)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)


Navigating Interest Rate Options with Binomial Trees - FasterCapital

Navigating Interest Rate Options with Binomial Trees - FasterCapital


The price option profile f() against for various risk-free

The price option profile f() against for various risk-free


Interest Rate Models and Negative Rates | FINCAD

Interest Rate Models and Negative Rates | FINCAD


Navigating Interest Rate Options with Binomial Trees - FasterCapital

Navigating Interest Rate Options with Binomial Trees - FasterCapital


black model-interest rate option-有问必答-品职教育专注CFA ESG FRM

black model-interest rate option-有问必答-品职教育专注CFA ESG FRM


How to Price Interest Rate Options with Negative Interest Rates

How to Price Interest Rate Options with Negative Interest Rates


Chapter 30 Interest Rate Derivatives: Model of the Short Rate

Chapter 30 Interest Rate Derivatives: Model of the Short Rate


Interest rates: The Impact of Interest Rates on Prepayment Models

Interest rates: The Impact of Interest Rates on Prepayment Models


Mathematics | Free Full-Text | Option Pricing under a Generalized

Mathematics | Free Full-Text | Option Pricing under a Generalized


Interest Rate Call Option - What Is It, Examples, Benefits, Risks

Interest Rate Call Option - What Is It, Examples, Benefits, Risks


Introduction to Black Model for Interest rate caps

Introduction to Black Model for Interest rate caps


PDF) Pricing and Hedging Interest Rate Options: Evidence from Cap

PDF) Pricing and Hedging Interest Rate Options: Evidence from Cap


1. Price interest rate options under the Ho-Lee | Chegg.com

1. Price interest rate options under the Ho-Lee | Chegg.com










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