Norges billigste bøker

Modern Pricing of Interest-Rate Derivatives

- The LIBOR Market Model and Beyond

Om Modern Pricing of Interest-Rate Derivatives

Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.

Vis mer
  • Språk:
  • Engelsk
  • ISBN:
  • 9780691089737
  • Bindende:
  • Hardback
  • Sider:
  • 488
  • Utgitt:
  • 24. november 2002
  • Dimensjoner:
  • 238x164x22 mm.
  • Vekt:
  • 832 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 5. juni 2026

Beskrivelse av Modern Pricing of Interest-Rate Derivatives

Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.

Brukervurderinger av Modern Pricing of Interest-Rate Derivatives



Finn lignende bøker
Boken Modern Pricing of Interest-Rate Derivatives finnes i følgende kategorier:

Gjør som tusenvis av andre bokelskere

Abonner på vårt nyhetsbrev og få rabatter og inspirasjon til din neste leseopplevelse.