Ebooks de Kenneth McKay en PDF et EPUB

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Télécharger le livre : The SABR/LIBOR Market Model
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The SABR/LIBOR Market Model
Kenneth Mckay , Riccardo Rebonato , Richard White
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) of all strikes and maturities...

Editeur : Wiley
Parution : 2010-04-01

PDF, ePub

81,23 €