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Interest Rate Derivatives Explained: Volume 2
Term Structure And Volatility Modelling
idioma: inglês
Editor:
Palgrave Macmillan, agosto de 2018 ‧
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54,06€
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SINOPSE
Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781349953783 |
| Editor: | Palgrave Macmillan |
| Data de Lançamento: | agosto de 2018 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 248 |
| Tipo de produto: | Livro |
| Coleção: | Financial Engineering Explained |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
Livros em Inglês > Gestão > Gestão e Organização |
| EAN: | 9781349953783 |
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