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Interest Rate Derivatives
Valuation, Calibration And Sensitivity Analysis
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, março de 2013 ‧
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31,08€
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SINOPSE
The class of interest rate models introduced by O. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. Finally it focuses on the sensitivity analysis of Cheyette models and derives Model- and Market Greeks.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783642349249 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | março de 2013 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 209 |
| Tipo de produto: | Livro |
| Coleção: | Lecture Notes In Economics And Mathematical Systems |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
|
| EAN: | 9783642349249 |
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