Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models (Lecture Notes in Economics and Mathematical Systems)
Book Details
Author(s)
Detlef Repplinger
Publisher
Springer
ISBN / ASIN
3540707212
ISBN-13
9783540707219
Availability
Usually ships in 24 hours
Sales Rank
#5,543,201
Marketplace
United States 🇺🇸
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Description
This book presents the development of a consistent unified model framework for the evaluation of bond options.
