Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
Guardado en:
| Autor principal: | |
|---|---|
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Lenguaje: | inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
|
| Colección: | Lecture Notes in Economics and Mathematical Systems,
607 |
| Materias: | |
| Acceso en línea: | http://dx.doi.org/10.1007/978-3-540-77066-4 |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares: Pricing Interest-Rate Derivatives
- Pricing of Derivatives on Mean-Reverting Assets
- Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
- A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
- Pricing and Risk Management of Synthetic CDOs
- Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
- Private Equity Exits Divestment Process Management for Leveraged Buyouts /