Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Lecture Notes in Economics and Mathematical Systems)
Book Details
Author(s)
Ingo Beyna
Publisher
Springer
ISBN / ASIN
3642349242
ISBN-13
9783642349249
Availability
Usually ships in 24 hours
Sales Rank
#4,712,633
Category
Mathematics
Marketplace
United 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.
