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Télécharger le livre : Interest Rate Derivatives
Ingo Beyna
Interest Rate Derivatives
The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration,...
Editeur : Springer
Parution : 2013-02-20
Collection : Lecture Notes in Economics and Mathematical Systems
Format(s) : ePub
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