The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
Sparad:
| Huvudupphov: | |
|---|---|
| Institutionellt upphov: | |
| Övriga upphov: | , |
| Materialtyp: | Elektronisk E-bok |
| Språk: | engelska |
| Utgiven: |
Hoboken, NJ :
John Wiley & Sons,
2009.
|
| Ämnen: | |
| Länkar: | An electronic book accessible through the World Wide Web; click to view |
| Taggar: |
Inga taggar, Lägg till första taggen!
|
Liknande verk: The SABR/LIBOR market model
- The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
- Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
- Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
- Option trading pricing and volatility strategies and techniques /
- Option trading pricing and volatility strategies and techniques /
- The Option-iPoD : the probability of default implied by option prices based on entropy /