Peter Caspers – författare
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3 produkter
3 produkter
Interest Rate Derivatives Explained: Volume 2
Term Structure and Volatility Modelling
Inbunden, Engelska, 2017
499 kr
Skickas inom 10-15 vardagar
Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
Interest Rate Derivatives Explained: Volume 2
Term Structure and Volatility Modelling
Häftad, Engelska, 2018
499 kr
Skickas inom 10-15 vardagar
Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
223 kr
Skickas inom 3-6 vardagar