Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models (Lecture Notes in Economics and Mathematical Systems)
Book Details
Author(s)Detlef Repplinger
PublisherSpringer
ISBN / ASIN3540707212
ISBN-139783540707219
AvailabilityUsually ships in 24 hours
Sales Rank5,543,201
MarketplaceUnited States 🇺🇸
Description
This book presents the development of a consistent unified model framework for the evaluation of bond options.
