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SABR/LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives, Hardback/Richard White - John Wiley & Sons Inc


SABR/LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives, Hardback/Richard White
458 Lei

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(02-07-2024)
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Descriere :

Cumpara sabr/libor market model. john wiley & sons inc de calitate.
Pe yeo poti sa gasesti cel mai bun pret pentru sabr/libor market model. john wiley & sons inc

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..
This book presents a major innovation in the interest rate space


Uneori, aceste descrieri pot contine inadvertente. De asemenea, imaginea este informativa si poate contine accesorii neincluse in pachetele standard.

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SABR/LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives, Hardback/Richard White

SABR/LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives, Hardback/Richard White

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