172,90 лв.

The SABR/LIBOR Market Model

172,90 лв.
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.
Информация за "The SABR/LIBOR Market Model"
  • SKU 9780470740057
  • Weight 0.660000
  • ISBN 9780470740057
  • Вид корица Hardback
  • Издателство John Wiley & Sons Inc
  • Брой страници 296