Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Körperschaft: | |
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Teaneck, NJ :
World Scientific,
c2013.
|
| Schlagworte: | |
| Online-Zugang: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
- What determines U.S. swap spreads?
- Swaps and other derivatives
- American-type options.
- Nonlinear models in mathematical finance new research trends in option pricing /
- Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
- The Black-Scholes model