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Interest Rate Derivatives

By  Ingo Beyna

Usually dispatched within 3 - 5 business days.

In Stock (295)

£ 53.99

Description

The class of interest rate models introduced by O. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. Finally it focuses on the sensitivity analysis of Cheyette models and derives Model- and Market Greeks.

Book Details
EAN:
9783642349249
Binding:
Paperback / softback
Dimensions(mm):
235 x 157 x 13
Publication Date:
2013-03-08
Publication Country:
Germany