Télécharger Interest Rate Derivatives Explained: Term Structure and Volatility Modelling Livre PDF Gratuit

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2017-07-17
Interest Rate Derivatives Explained: Term Structure and Volatility Modelling - de Jorg Kienitz, Peter Caspers (Author)

Details Interest Rate Derivatives Explained: Term Structure and Volatility Modelling

Le tableau ci-dessous répertorie les données utiles relatives aux Interest Rate Derivatives Explained: Term Structure and Volatility Modelling

Le Titre Du LivreInterest Rate Derivatives Explained: Term Structure and Volatility Modelling
Publié Le2017-07-17
TraducteurAfia Fawziyah
Quantité de Pages483 Pages
Taille du fichier53.11 MB
LangueAnglais et Français
ÉditeurDavid Fickling Books
ISBN-104836162131-POL
Type de E-BookAMZ EPub PDF DOT TR3
CréateurJorg Kienitz, Peter Caspers
ISBN-13052-6605543146-OVO
Nom de FichierInterest-Rate-Derivatives-Explained-Term-Structure-and-Volatility-Modelling.pdf

Télécharger Interest Rate Derivatives Explained: Term Structure and Volatility Modelling Livre PDF Gratuit

Interest Rate Derivatives Explained Volume 2 Term Structure and Volatility Modelling ebook Jörg Kienitz Auteur Peter Caspers Auteur This book on Interest Rate Derivatives has three parts

This PhD thesis is devoted to the study of an Affine Term Structure Model where we use Wishartlike processes to model the stochastic variancecovariance of interest rates This work was initially motivated by some thoughts on calibration and model risk in hedging interest rates derivatives The ambition of our work is to build a model which

This book on Interest Rate Derivatives has three parts The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I

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Interest Rate Derivatives Explained Volume 2 Term Structure and Volatility Modelling ebook Jörg Kienitz Auteur Peter Caspers Auteur Livre en anglais ePub Palgrave Macmillan décembre 2017

Pricing Interest Rate Derivative using Hull White model detailed description of calibration and implementation methodology