Result: Interest rate derivatives

Title:
Interest rate derivatives : valuation, calibration and sensitivity analysis / Ingo Beyna
Involved:
Beyna, Ingo (Verfasser)
Published:
Berlin : Springer, 2013
Scope:
XVIII, 209 Seiten : Diagramme ; 235 mm x 155 mm
Resource Type:
book
Language:
English
Series/ Mutipart item:
Lecture notes in economics and mathematical systems ; 666
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Notes:
Überarb. Fassung der Diss.: Valuation, calibration and sensitivity analysis of interest rate derivatives in a multifactor HJM model with time dependent volatility
Subject Added Keywords:
ISBN:
3642349242 ; 9783642349249

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