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...
में बचाया:
| मुख्य लेखक: | Brigo, Damiano |
|---|---|
| स्वरूप: | पुस्तक |
| भाषा: | Undetermined |
| प्रकाशित: |
Berlin,New York
Springer
2001
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| विषय: | |
| टैग : |
टैग जोड़ें
कोई टैग नहीं, इस रिकॉर्ड को टैग करने वाले पहले व्यक्ति बनें!
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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समान संसाधन
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Interest rate models : theory and practice /
द्वारा: Brigo, Damiano, 1966-
प्रकाशित: (2001) -
Quantitative methods in derivatives pricing :
द्वारा: Tavella, Domingo
प्रकाशित: (2002) -
The relation between interest rate derivatives, debt maturity structure, exposure in the lodging industry /
द्वारा: Singh, Amrik. -
Fixed-income securities : dynamic methods for interest rate risk pricing and hedging /
द्वारा: Martellini, Lionel.
प्रकाशित: (2001) -
Derivative Security Pricing:
Techniques, Methods and Applications
द्वारा: Chiarella, Carl, और अन्य
प्रकाशित: (2015)