Advanced Simulation-Based Methods for Optimal Stopping and Control
Denis Belomestny, John Schoenmakers
Inbunden, 2018
1 184 kr
Robust Libor Modelling and Pricing of Derivative Products
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PDF, Engelska, 2005992 kr
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One of Riskbook.com''s Best of 2005 - Top Ten Finance Books
The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such
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Advanced Simulation-Based Methods for Optimal Stopping and Control
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