Ebooks d'Ingo Beyna en EPUB

1 Livre(s)
Télécharger le livre : Interest Rate Derivatives
Ajouter à ma liste d'envies
Interest Rate Derivatives
Ingo Beyna
The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration,...

Editeur : Springer
Parution : 2013-02-20
Collection : Lecture Notes in Economics and Mathematical Systems
ePub

52,74 €