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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
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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 8 de março de 2013 |
| ISBN13 | 9783642349249 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 209 |
| Dimensões | 157 × 235 × 13 mm · 326 g |
| Idioma | German |
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