Code: 01662646
Interest Rate Derivatives
by Ingo Beyna
This volume deals with the class of Cheyette interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models.
- Language:
English - Binding: Paperback
- Number of pages: 209
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2013
- More about this
61.92 €
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Book synopsis
This volume deals with the class of Cheyette interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models.
Book details
61.92 €
- Full title: Interest Rate Derivatives
- Subtitle: Valuation, Calibration and Sensitivity Analysis
- Author: Ingo Beyna
- Language: English
- Binding: Paperback
- Number of pages: 209
- EAN: 9783642349249
- ISBN: 3642349242
- ID: 01662646
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 342 g
- Dimensions: 235 × 157 × 13 mm
- Date of publishing: 08. March 2013
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