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Sabr/Libor Market Model eBook
Pricing, Calibration And Hedging For Complex Interest-Rate Derivatives
idioma: inglês
Editor:
WILEY, março de 2011 ‧
ver detalhes do produto
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: | 9781119995630 |
| Editor: | WILEY |
| Data de Lançamento: | março de 2011 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | |
| Classificação Temática: |
eBooks em Inglês
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Economia, Finanças e Contabilidade
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Finanças
|
| EAN: | 9781119995630 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
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