Robust Libor Modelling and Pricing of Derivative Products (Chapman and Hall/CRC Financial Mathematics Series)

Original PDF نویسندگان: John Schoenmakers
جزئیات
فرمت: Original PDF صفحات: 224 pages ناشر: Chapman and Hall/CRC; 1st edition (March 29, 2005) تاریخ انتشار نسخه الکترونیکی : March 29, 2005
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شابک: 9781584884415 لینک: https://www.amazon.com/dp/B00SC8L1X2
توضیحات
One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
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