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Sabr/Libor Market Model eBook
Pricing, Calibration And Hedging For Complex Interest-Rate Derivatives
idioma: inglês
Editor:
WILEY, abril de 2010 ‧
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94,08€
10% DESCONTO
CARTÃO
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DISPONIBILIDADE IMEDIATA
Ebook para ADE
SINOPSE
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780470744888 |
| Editor: | WILEY |
| Data de Lançamento: | abril de 2010 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | PDF para ADE |
| Classificação Temática: |
eBooks em Inglês
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Economia, Finanças e Contabilidade
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Finanças
|
| EAN: | 9780470744888 |
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