Interest Rate Derivatives
Ingo Beyna
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2013
66,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783642349249
- ISBN-10
- 3642349242
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2013
- Publication date
- 2013-03-08
- Pages
- 209
- Dimensions
- 235x157x13
- Weight
- 342