258,90 лв.

Modern Pricing of Interest-rate Derivatives

258,90 лв.
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