Saxo Access
Indkøbskurv
  3. Robust Libor Modelling and Pricing of Derivative Products
Robust Libor Modelling and Pricing of Derivative Products (e-bog) af Schoenmakers, John
Schoenmakers, John (forfatter)

Robust Libor Modelling and Pricing of Derivative Products e-bog

436,85 DKK (inkl. moms 546,06 DKK)
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
E-bog 436,85 DKK
Kan læses i vores apps til iPhone/iPad og Android.
Forfattere Schoenmakers, John (forfatter)
Forlag Chapman and Hall/CRC
Udgivet 29 marts 2005
Længde 224 sider
Genrer Finance and the finance industry
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780203499092

Beskrivelse

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