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Robust Libor Modelling And Pricing Of Derivative Products
Robust Libor Modelling And Pricing Of Derivative Products eBook
Book
eBook
language: english
Publisher:
CRC PRESS, March of 2005 ‧
see product details
74,19€
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CARD
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
IMMEDIATE AVAILABILITY
Ebook for ADE
SYNOPSIS
Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and lognormal approximations.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781135436742 |
| Publisher: | CRC PRESS |
| Release Date: | March of 2005 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | |
| Collection: | Chapman And Hall/Crc Financial Mathematics Series |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Economy
eBooks in English > Economics, Finance and Accounting > Finances |
| EAN: | 9781135436742 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
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