87,90 лв.

Interest Rate Derivatives Explained: Volume 2

87,90 лв.
Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
Информация за "Interest Rate Derivatives Explained: Volume 2"
  • SKU 9781137360182
  • Weight 0.588000
  • ISBN 9781137360182
  • Вид корица Hardback
  • Издателство Palgrave Macmillan
  • Брой страници 248