Interest rate models :

QR Kod

Interest rate models : theory and practice

The 2nd edition of this sucessful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration output...

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Detaylı Bibliyografya
Yazar:	Brigo, Damiano
Materyal Türü:	Kitap
Dil:	Undetermined
Baskı/Yayın Bilgisi:	Berlin,New York Springer 2001
Konular:	Interest rates,Derivative securities,Lãi suất Mathematical models, Prices,Mathematical models,Mô hình toán học
Etiketler:	Etiketle Etiket eklenmemiş, İlk siz ekleyin!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

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