Kód: 08936811
Libor Market Model
Autor Goetsch
The Libor Market Model is a financial model used to price and hedge exotic interest rate derivatives. The model is accepted and used widely due to its consistence with the standard market formula, Black's cap (floor) formula. This ... celý popis
- Jazyk:
Angličtina - Väzba: Brožovaná
- Počet strán: 120
Nakladateľ: VDM Verlag Dr. Mueller E.K., 2007
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Anotácia knihy
The Libor Market Model is a financial model used to price and hedge exotic interest rate derivatives. The model is accepted and used widely due to its consistence with the standard market formula, Black's cap (floor) formula. This compatibility simplifies
Parametre knihy
Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Economic theory & philosophy
54.78 €
- Celý názov: Libor Market Model
- Autor: Goetsch
- Jazyk: Angličtina
- Väzba: Brožovaná
- Počet strán: 120
- EAN: 9783865507013
- ISBN: 9783865507013
- ID: 08936811
- Nakladateľ: VDM Verlag Dr. Mueller E.K.
- Hmotnosť: 204 g
- Rozmery: 244 × 170 × 6 mm
- Dátum vydania: 01. February 2007
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