Télécharger le livre :  The SABR/LIBOR Market Model
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 : 2011-03-01
PDF, ePub

81,23

Téléchargement immédiat
Dès validation de votre commande