Interest-rate option models : understanding, analysing and using models for exotic interest-rate options
Author(s)
Bibliographic Information
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options
（Wiley series in financial engineering）
J. Wiley, c1998
2nd ed
- : cloth
Available at / 25 libraries
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: clothDC22:332.63/R2422080013234
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Note
Includes bibliographical references (p. [509]-514) and index
Description and Table of Contents
Description
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.
Table of Contents
- The need for yield curve option pricing models
- the theoretical tools
- the implementation tools
- analysis of specific models
- general topics. Appendices: elements of probability and stochastic calculus
- the securities market.
by "Nielsen BookData"
