Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis - Lecture Notes in Economics and Mathematical Systems - Ingo Beyna - Bøger - Springer-Verlag Berlin and Heidelberg Gm - 9783642349249 - 8. marts 2013
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Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis - Lecture Notes in Economics and Mathematical Systems 2013 edition

Ingo Beyna

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Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis - Lecture Notes in Economics and Mathematical Systems 2013 edition

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

Medie Bøger     Paperback Bog   (Bog med blødt omslag og limet ryg)
Udgivet 8. marts 2013
ISBN13 9783642349249
Forlag Springer-Verlag Berlin and Heidelberg Gm
Antal sider 209
Mål 157 × 235 × 13 mm   ·   326 g
Sprog Tysk  

Se alt med Ingo Beyna ( f.eks. Paperback Bog )