The SABR/LIBOR Market Model

The SABR/LIBOR Market Model

Riccardo Rebonato

150,97 €
IVA incluido
Consulta disponibilidad
Editorial:
John Wiley & Sons
Año de edición:
2009
ISBN:
9780470740057
Añadir a favoritos

Artículos relacionados

Otros libros del autor

  • Bond Pricing and Yield Curve Modelling
    Riccardo Rebonato
    ...
    Disponible

    131,64 €

  • Volatility and Correlation
    Riccardo Rebonato
    ...
  • Modern Pricing of Interest-Rate Derivatives
    Riccardo Rebonato
    In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners’ communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic ...