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Interest Rate Derivatives Explained: Volume 2
- Term Structure and Volatility Modelling
Engelsk
Bogcover for Interest Rate Derivatives Explained: Volume 2 af Peter Caspers, Jorg Kienitz, 9781349953783
Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9781349953783
Indbinding:
Paperback
ISBN-10:
1349953784
Kategori:
Udg. Dato:
30 aug 2018
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
30 aug 2018
Forfatter(e):

Interest Rate Derivatives Explained: Volume 2

- Term Structure and Volatility Modelling
Engelsk
Paperback 2018
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9781349953783
Indbinding:
Paperback
ISBN-10:
1349953784
Kategori:
Udg. Dato:
30 aug 2018
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
30 aug 2018
Forfatter(e):
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