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lgli/F_Finance/FB_Bonds, Interest Rates/Schoenmakers J. Robust Libor Modelling and Pricing of Derivative Products (CRC, 2005)(ISBN 0203499093)_FB_.chm
Robust Libor Modelling and Pricing of Derivative Products 🔍
John Schoenmakers Chapman and Hall/CRC, CRC Press (Unlimited), Boca Raton, FL, 2005
英语 [en] · CHM · 2.8MB · 2005 · 📘 非小说类图书 · 🚀/lgli/lgrs/nexusstc/zlib · Save
描述
One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
备用文件名
lgrsnf/F_Finance/FB_Bonds, Interest Rates/Schoenmakers J. Robust Libor Modelling and Pricing of Derivative Products (CRC, 2005)(ISBN 0203499093)_FB_.chm
备用文件名
nexusstc/Robust Libor Modelling and Pricing of Derivative Products/504e301e989e2954cdf6f5cee39ceefa.chm
备用文件名
zlib/Science (General)/John Schoenmakers/Robust Libor Modelling and Pricing of Derivative Products_719614.chm
备用出版商
Ashgate Publishing Limited
备用出版商
Taylor & Francis Group
备用出版商
Taylor & Francis Ltd
备用出版商
Gower Publishing Ltd
备用出版商
CRC Press
备用出版商
Unknown
备用版本
Chapman & Hall/CRC financial mathematics series, Boca Raton, FL, 2005
备用版本
United Kingdom and Ireland, United Kingdom
备用版本
1, 2005-03-29
元数据中的注释
Kolxo3 -- 2010
元数据中的注释
lg293124
元数据中的注释
{"isbns":["0203499093","0203621239","0429210116","9780203499092","9780203621233","9780429210112"],"publisher":"Chapman and Hall/CRC"}
备用描述
ARBITRAGE-FREE MODELLING OF EFFECTIVE INTEREST RATESElements of Arbitrage Theory and Derivative Pricing Modelling of Effective Forward RatesPricing of Caps and Swaptions in Libor and Swap Market ModelsPARAMETRISATION OF THE LIBOR MARKET MODELGeneral Volatility Structures(Quasi) Time-Shift Homogeneous ModelsParametrisation of Correlation StructuresSome Possible Applications of Parametric StructuresIMPLIED CALIBRATION OF A LIBOR MARKET MODEL TO CAPS AND SWAPTIONSOrientation and General AspectsAssessment of the Calibration Problem LSq Calibration and Stability Issues in PracticeRegularisation via
备用描述
One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such as Bermudan callable structures is considered highly non-trivial. In recent studies, author John Schoenmakers and his colleagues developed a fast and robust implied method for calibrating the Libor model and a new generic procedure for the pricing o
开源日期
2010-07-29
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