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Interest Rate Models - Theory and Practice With Smile, Inflation and Credit /
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outpu...
| Cote: | Libro Electrónico |
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| Auteurs principaux: | , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Édition: | 2nd ed. 2006. |
| Collection: | Springer Finance,
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| Sujets: | |
| Accès en ligne: | Texto Completo |