Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Lecture Notes in Economics and Mathematical Systems) by Ingo Beyna
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Lecture Notes in Economics and Mathematical Systems) by Ingo Beyna PDF, ePub eBook D0wnl0ad
This volume deals with the class of Cheyette interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models.From reader reviews:
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