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Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis - Lecture Notes in Economics and Mathematical Systems Ingo Beyna 2013 edition
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Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis - Lecture Notes in Economics and Mathematical Systems
Ingo Beyna
The class of interest rate models introduced by O. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. Finally it focuses on the sensitivity analysis of Cheyette models and derives Model- and Market Greeks.
220 pages, 33 black & white illustrations, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2013. gada 8. marts |
| ISBN13 | 9783642349249 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 209 |
| Izmēri | 157 × 235 × 13 mm · 342 g |
| Valoda | Vācu |
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