Interest-Rate Option Models

Name: Interest-Rate Option Models
Brand: Recyclivre
Author: Riccardo Rebonato
ISBN: 9780471979586

Riccardo Rebonato

27/03/1998
John Wiley & Sons Ltd

NC (0 avis)

Couverture de Interest-Rate Option Models par Riccardo Rebonato

Résumé

Option modelling is a highly complex and fast moving area of finance. This major revision of the first edition sees the introduction of five new chapters together with the inclusion of complex quantitative material. The additional chapters deal with techniques such as American swaptions and the Two-Factor Model.