The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
Na minha lista:
| Autor principal: | |
|---|---|
| Autor Corporativo: | |
| Outros Autores: | , |
| Formato: | Recurso Electrónico livro electrónico |
| Idioma: | inglês |
| Publicado em: |
Hoboken, NJ :
John Wiley & Sons,
2009.
|
| Assuntos: | |
| Acesso em linha: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: 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 /