Isbn: 9781584884415 - robust libor modelling and pricing of derivative products (chapman and hall/crc financial mathematics) (2 Ergebnisse)

Hardcover. Zustand: Brand New. 1st edition. 202 pages. 9.25x6.25x0.75 inches. In Stock.

Zustand: New. Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermudan style exotics pricing, and lognormal approximations. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 224 pages, 12 black & white illustrations, 43 black & white tables. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 18. Weight in Grams: 453. . 2005. 1st Edition. hardcover. . . . . Books ship from the US and Ireland.…