Main image
Click to view image in fullscreen
![]()
Modern Pricing of Interest-Rate Derivatives
Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.
1 640,00 DH
Sur commande
Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.
| ISBN / EAN | 9780691089737 |
|---|---|
| Auteur | Rebonato, Riccardo |
| Editeur | Princeton University Press |