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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Repplinger, Detlef (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Lecture Notes in Economics and Mathematical Systems, 615
Subjects:
Finance.
Macroeconomics.
Social sciences > Mathematics.
Financial Economics.
Macroeconomics and Monetary Economics.
Mathematics in Business, Economics and Finance.
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