The Sabr/Libor Market Model - Pricing, Calibrationand Hedging for Complex Interest-rate Derivatives
2205 Kč
Sleva až 70% u třetiny knih
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.
| Autor: | Rebonato, Riccardo; McKay, Kenneth; White, Richard |
| Nakladatel: | John Wiley And Sons Ltd |
| ISBN: | 9780470740057 |
| Rok vydání: | 2009 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 296 |
Mohlo by se vám také líbit..
-
Bond Pricing and Yield Curve Modeling
Rebonato, Riccardo; McKay, Kenneth; White, Richard
-
Real Estate Management Law
Rebonato, Riccardo; McKay, Kenneth; White, Richard
-
Unleashing Excellence
Snow, Dennis; Yanovitch, Teri
-
Economics For Dummies
Peter Antonioni, Sean Masaki Flynn
-
Common Stocks and Uncommon Profits a...
Fisher, Philip A.
-
Napoleon Hill's Golden Rules
Napoleon Hill
-
Meditations
Aurelius Marcus
-
Introduction to Paleobiology and the...
Michael J. Benton
-
ICT Policy, Research, and Innovation
Klessova, Svetlana; Engell, Sebastian; Botterman, Maarten; Cave, Jonathan
-
Metric Pattern Cutting for Children&...
Aldrich, Winifred
-
Starting and Running a Restaurant Fo...
Godsmark, Carol; Garvey, Michael; Dismore, Heather; Dismore, Andrew G.
-
Bookkeeping For Dummies
Kelly, Jane
-
What You Need to Know About Project ...
O'Connell, Fergus
-
50 Great Myths of Popular Psychology
Scott Lilienfeld
-
Real Focus - Take Control and Start ...
Psychologies Magazine
-
Metric Pattern Cutting for Women...
Aldrich, Winifred