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Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates:
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Prices2013201420152016
MeanNGN 0 ( 72.48)¹ NGN 0 ( 75.99)¹ NGN 0 ( 85.00)¹ NGN 0 ( 72.14)¹
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9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates
1
Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN: 9783838381312 (?) or 3838381319, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, New

NGN 0 (C$ 87.31)¹(without obligation)

Нові з: CDN$ 87.31 (13 Пропозиції)
Показати більше 13 Пропозиції на Amazon.ca »

Usually ships within 1 - 2 business days
From Seller/Antiquarian, M plus L
paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 2572027
Platform order number Amazon.ca: VqMSFYCjENtQnqefoVoDB2j%2BjiX0 876fqPQvzXswzDjopMICQ0JBRkRQ2e GmqqCHXQIHdVcoeutmfy%2F0vsDItq JIvxIJD%2Bh2sqPnjRpZYDD6%2FRSR 6JBPBCBKmTahM53Emg3btnMMG2EuOr h2TqSZSQ%3D%3D
Keywords: Books, Professional & Technical, Professional Science, Mathematics, Applied, Science & Math, Probability & Statistics, Textbooks, Sciences
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2
9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates
2
Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN: 9783838381312 (?) or 3838381319, in english, 164 pages, LAP LAMBERT Academic Publishing, New

NGN 0 ( 62.51)¹(without obligation)
Generalmente spedito in 1-2 giorni lavorativi
From Seller/Antiquarian, The_Book_Depository_IT
Copertina flessibile, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Libro, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing
Platform order number Amazon.it (Int.): %2FXH7Q9Lv6%2FgRbAqwUILZHeGYs6 92NwwJge7KMv48cyVuhRFBeNSEg5Ne eiH0TOzhKss1gAeukSMIAhSsYQQVSc KZOrJ2a%2BwdrIz%2BYNMRcyuGEP73 LCqIwO%2F4MllvSkXgXnSS7pK6Uu87 UyuhBzCRWl7%2FX7%2FJ4t2G
Keywords: Libri in altre lingue, Scienze, tecnologia e medicina, Matematica
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2
9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates
3
Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN: 9783838381312 (?) or 3838381319, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, Used

NGN 0 (£ 59.12)¹(without obligation)

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

Usually dispatched within 2-3 business days
From Seller/Antiquarian, langton_info_england
This book deals with the modeling of credit risk by using a structural approach. Three fundamental q.... paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 8305818
Platform order number Amazon.co.uk: 6N0jY3mnIbWPe1nez8OwM5g9vwBfcq CpkEp4B1%2F%2FDv7zo4wsqEaBLyuS gdRlXGOwHdv0VccAD%2BJQcPi7xHoL Bhd5rQwa5HkVSYBQYakCglFDMQUTM3 3D2c4QRsQ%2FQ6eq%2BreGD4oa1ISJ zP872O1A0g%3D%3D
Keywords: Books, Science & Nature, Mathematics, Probability & Statistics, Popular Science, Maths, Scientific, Technical & Medical, Applied Mathematics, Statistics & Probability
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2
9783838381312 - Ayhan Yuksel: Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates
4
Ayhan Yuksel (?):

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates (2010) (?)

ISBN: 9783838381312 (?) or 3838381319, in english, 164 pages, LAP LAMBERT Academic Publishing, Paperback, New

NGN 0 (£ 51.91)¹(without obligation)

Нові з: £51.91 (18 Пропозиції)
Використовується з: £59.12 (3 Пропозиції)
Показати більше 21 Пропозиції на Amazon.co.uk »

Usually dispatched within 1-2 business days
From Seller/Antiquarian, dodax-shop-uk
This book deals with the modeling of credit risk by using a structural approach. Three fundamental q.... paperback, Етикетка: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, Групи продуктів: Book, Опубліковано: 2010-07-29, Дата випуску: 2010-07-29, Номер-студіо: LAP LAMBERT Academic Publishing, Продаж рангу: 8305818
Platform order number Amazon.co.uk: 6N0jY3mnIbWPe1nez8OwM5g9vwBfcq Cpc4LZvlrpUxPwX8p2VXbjPDD21IvD ORBonUlr7%2FFGO3P26dXHrP3%2FV% 2BeSjcNoE74wycJ3TtcEY7ncA6%2FQ %2F1bENuLFGHbUEir6%2BeLVcddqhE CaLFMUX2fTHwpL6Ho21uFV
Keywords: Books, Science & Nature, Mathematics, Probability & Statistics, Popular Science, Maths, Scientific, Technical & Medical, Applied Mathematics, Statistics & Probability
Data from 11/22/2016 23:50h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2
9783838381312 - Ayhan Yuksel: Credit Risk Modeling
5
Ayhan Yuksel (?):

Credit Risk Modeling (?)

ISBN: 9783838381312 (?) or 3838381319, in english, New

NGN 0 ( 68.00)¹(without obligation)
plus shipping, Sofort lieferbar
From Seller/Antiquarian
With Stochastic Volatility, Jumps and Stochastic Interest Rates, This book deals with the modeling of credit risk by using a structural approach. Three fundamental questions of credit risk literature are analyzed throughout the book: modeling single firm credit risk, modeling portfolio credit risk and credit risk pricing. First we analyze these questions under the assumptions that firm value follows a geometric Brownian motion and the interest rates are constant. We discuss the weaknesses of the geometric Brownian motion assumption in explaining empirical properties of real data. Then we propose a new extended model in which asset value, volatility and interest rates follow affine jump diffusion processes. In our extended model volatility is stochastic, asset value and volatility has correlated jumps and interest rates are stochastic and have jumps. Finally, we analyze the modeling of single firm credit risk and credit risk pricing by using our extended model and show how our model can be used as a solution for the problems we encounter with simple models.
Seller order number: 23468978
Platform order number Buch.de: 8471b6503802e8bec7e91ba357e6e6 69
Category: Bücher / Fremdsprachige Bücher / Englische Bücher
Keywords: Bücher
Data from 11/22/2016 23:49h
ISBN (alternative notations): 3-8383-8131-9, 978-3-8383-8131-2

9783838381312

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