Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Gorde:
Egile nagusia: | Svishchuk, A. V. (Anatoliĭ Vitalʹevich) |
---|---|
Erakunde egilea: | ebrary, Inc |
Formatua: | Baliabide elektronikoa eBook |
Hizkuntza: | ingelesa |
Argitaratua: |
Teaneck, NJ :
World Scientific,
c2013.
|
Gaiak: | |
Sarrera elektronikoa: | An electronic book accessible through the World Wide Web; click to view |
Etiketak: |
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Antzeko izenburuak
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Antzeko izenburuak
-
What determines U.S. swap spreads?
nork: Kóbor, Ádám
Argitaratua: (2005) -
The pricing of credit default swaps during distress
nork: Andritzky, Jochen R.
Argitaratua: (2006) -
Swaps and other derivatives
nork: Flavell, Richard
Argitaratua: (2010) -
Forecasting volatility in the financial markets
Argitaratua: (2007) -
Stochastic volatility selected readings /
Argitaratua: (2005)