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McKay, Kenneth

Libros de: McKay, Kenneth

Mostrando 1 libros encontrados. (1 páginas).

  • The Sabr/Libor Market Model "Pricing, Calibration And Hedging For Complex Interest Rate Deriv"

    The Sabr/Libor Market Model "Pricing, Calibration And Hedging For Complex Interest Rate Deriv"
     Pricing, Calibration And Hedging For Complex Interest Rate Deriv

    Mckay, Kenneth Rebonato, Riccardo White, Robert

    Wiley & Sons Ltd. (2009)

    valoración

    • EAN: 9780470740057
    • Páginas: 296
    • Fecha de edición: 2009

    pvp.94,65 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) ...