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Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
RWT Award 2008! For his excellent monograph, Detlef Repplinger won the RWT Reutlinger Wirtschaftstreuhand GMBH award in June 2008. A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) an...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edición: | 1st ed. 2008. |
| Colección: | Lecture Notes in Economics and Mathematical Systems,
615 |
| Temas: | |
| Acceso en línea: | Texto Completo |