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Interest Rate Dynamics, Derivatives Pricing, And Risk Management eBook

by Lin Chen
language: english
Publisher: Springer Berlin Heidelberg, December of 2012 ‧
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This text presents a three-factor model of the term structure of interest rates in which the short mean and volatility of the short rate are stochastic. By this specification, this model has nested many of the term structure models in the existing literature.

Interest Rate Dynamics, Derivatives Pricing, And Risk Management

by Lin Chen

Property Description
ISBN: 9783642468254
Publisher: Springer Berlin Heidelberg
Release Date: December of 2012
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Lecture Notes In Economics And Mathematical Systems
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9783642468254

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