Modern Pricing of Interest-rate Derivatives
Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.
Информация за "Modern Pricing of Interest-rate Derivatives"
- SKU 9780691089737
- Weight 0.832000
- ISBN 9780691089737
- Вид корица Hardback
- Издателство Princeton University Press
- Брой страници 488