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

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Bibliográfalaš dieđut
Váldodahkki:	Rebonato, Riccardo
Searvvušdahkki:	ebrary, Inc
Eará dahkkit:	McKay, Kenneth, 1981-, White, Richard, 1976-
Materiálatiipa:	Elektrovnnalaš E-girji
Giella:	eaŋgalasgiella
Almmustuhtton:	Hoboken, NJ : John Wiley & Sons, 2009.
Fáttát:	Hedging (Finance) > Mathematical models. Options (Finance) > Prices > Mathematical models. Derivative securities > Accounting. Interest rate futures. LIBOR market model. Electronic books.
Liŋkkat:	An electronic book accessible through the World Wide Web; click to view
Fáddágilkorat:	Lasit fáddágilkoriid Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!

Geahča maid

Hedging derivatives
Dahkki: Rheinländer, Thorsten
Almmustuhtton: (2011)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
Dahkki: Gregory, Jon
Almmustuhtton: (2014)

Robust static super-replication of barrier options
Dahkki: Maruhn, Jan H.
Almmustuhtton: (2009)

An elementary introduction to stochastic interest rate modeling
Dahkki: Privault, Nicolas
Almmustuhtton: (2012)

Option trading pricing and volatility strategies and techniques /
Dahkki: Sinclair, Euan, 1969-
Almmustuhtton: (2010)

Nonlinear models in mathematical finance new research trends in option pricing /
Almmustuhtton: (2008)

The Black-Scholes model
Dahkki: Capi�nski, Marek, 1951-
Almmustuhtton: (2012)

Forecasting volatility in the financial markets
Almmustuhtton: (2007)

Fourier transform methods in finance
Almmustuhtton: (2010)

The Heston model and its extensions in Matlab and C#
Dahkki: Rouah, Fabrice, 1964-
Almmustuhtton: (2013)

Option valuation and Option tutor /
Dahkki: O'Brien, John, 1950-
Almmustuhtton: (1995)

Macro-hedging for commodity exporters
Dahkki: Borensztein, Eduardo
Almmustuhtton: (2009)

The Heston model and its extensions in VBA + website /
Dahkki: Rouah, Fabrice, 1964-
Almmustuhtton: (2015)

Pricing and hedging financial derivatives and structured products : an introductory guide /
Dahkki: Marroni, Leonardo, 1980-
Almmustuhtton: (2014)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
Dahkki: Tang, Yi
Almmustuhtton: (2007)

Volatility trading
Dahkki: Sinclair, Euan, 1969-
Almmustuhtton: (2008)

Volatility trading
Dahkki: Sinclair, Euan, 1969-
Almmustuhtton: (2013)

Interest rate futures markets and capital market theory theoretical concepts and empirical evidence /
Dahkki: Kobold, Klaus
Almmustuhtton: (1986)

The Option-iPoD : the probability of default implied by option prices based on entropy /
Dahkki: Capuano, Christian
Almmustuhtton: (2008)

Financial derivatives pricing selected works of Robert Jarrow /
Dahkki: Jarrow, Robert A.
Almmustuhtton: (2008)

Mathematical interest theory
Dahkki: Vaaler, Leslie Jane Federer
Almmustuhtton: (2009)

What determines U.S. swap spreads?
Dahkki: Kóbor, Ádám
Almmustuhtton: (2005)

Options on foreign exchange
Dahkki: DeRosa, David F.
Almmustuhtton: (2011)

Arbitrage theory in continuous time
Dahkki: Björk, Tomas
Almmustuhtton: (2009)

Interest rate risk modeling the fixed income valuation course /
Dahkki: Nawalkha, Sanjay K.
Almmustuhtton: (2005)

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
Dahkki: Chan-Lau, Jorge A.
Almmustuhtton: (2006)

American-type options.
Dahkki: Silvestrov, Dmitrii S.
Almmustuhtton: (2015)

Options, futures, and other derivatives /
Dahkki: Hull, John C.
Almmustuhtton: (2012)

Options, futures and other derivatives /
Dahkki: Hull, John, 1946-
Almmustuhtton: (2009)

Foreign exchange option pricing a practitioner's guide /
Dahkki: Clark, Iain J.
Almmustuhtton: (2011)

Solutions manual options, futures, and derivatives /
Dahkki: Hull, John C.
Almmustuhtton: (2012)

American-type options : stochastic approximation methods. Volume 1 /
Dahkki: Silvestrov, Dmitrii S.
Almmustuhtton: (2014)

Rational expectations and efficiency in futures markets
Almmustuhtton: (1992)

Demystifying exotic products interest rates, equities and foreign exchange /
Dahkki: Tan, Chia Chiang
Almmustuhtton: (2010)

Trading options Greeks how time, volatility, and other pricing factors drive profits /
Dahkki: Passarelli, Dan, 1971-
Almmustuhtton: (2012)

Derivatives analytics with Python : data analysis, models, simulation, calibration and hedging /
Dahkki: Hilpisch, Yves J.
Almmustuhtton: (2015)

Mathematical techniques in finance tools for incomplete markets /
Dahkki: Černý, Aleš, 1971-
Almmustuhtton: (2009)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Dahkki: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Almmustuhtton: (2013)

Binary options strategies for directional and volatility trading /
Dahkki: Nekritin, Alex, 1980-
Almmustuhtton: (2013)

Visual guide to options
Dahkki: Levy, Jared, 1976-
Almmustuhtton: (2013)