Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Lecture Notes in Economics and Mathematical Systems)
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Book Details
Author(s)Ingo Beyna
PublisherSpringer
ISBN / ASIN3642349242
ISBN-139783642349249
AvailabilityUsually ships in 24 hours
Sales Rank4,712,633
CategoryMathematics
MarketplaceUnited States 🇺🇸
Description ▲
This volume deals with the class of Cheyette interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models.
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