Interest rate option models : understanding, analysing and using models for exotic interest rate options
Year of publication: |
1996
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Authors: | Rebonato, Riccardo |
Publisher: |
Chichester [u.a.] : Wiley |
Subject: | Zinsoption | Kapitalmarkt | Zins | Entwicklung | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Rebonato, Riccardo, (1998)
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Ulrich, Maxim, (2008)
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Rebonato, Riccardo, (1998)
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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo, (2009)
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Investors at a crossroads : implications for risk management, trading and the real economy
Rebonato, Riccardo, (2008)
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Rebonato, Riccardo, (2006)
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