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

समान संसाधन

• Hedging derivatives
  द्वारा: Rheinländer, Thorsten
  प्रकाशित: (2011)
• Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
  द्वारा: Gregory, Jon
  प्रकाशित: (2014)
• Robust static super-replication of barrier options
  द्वारा: Maruhn, Jan H.
  प्रकाशित: (2009)
• An elementary introduction to stochastic interest rate modeling
  द्वारा: Privault, Nicolas
  प्रकाशित: (2012)
• Option trading pricing and volatility strategies and techniques /
  द्वारा: Sinclair, Euan, 1969-
  प्रकाशित: (2010)