The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /

Shranjeno v:

Bibliografske podrobnosti
Glavni avtor:	Rebonato, Riccardo
Korporativna značnica:	ebrary, Inc
Drugi avtorji:	McKay, Kenneth, 1981-, White, Richard, 1976-
Format:	Elektronski eKnjiga
Jezik:	angleščina
Izdano:	Hoboken, NJ : John Wiley & Sons, 2009.
Teme:	Hedging (Finance) > Mathematical models. Options (Finance) > Prices > Mathematical models. Derivative securities > Accounting. Interest rate futures. LIBOR market model. Electronic books.
Online dostop:	An electronic book accessible through the World Wide Web; click to view
Oznake:	Označite Brez oznak, prvi označite!

Internet