Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis - Lecture Notes in Economics and Mathematical Systems - Ingo Beyna - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642349249 - March 8, 2013
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Ingo Beyna
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis - Lecture Notes in Economics and Mathematical Systems 2013 edition

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The class of interest rate models introduced by O. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. Finally it focuses on the sensitivity analysis of Cheyette models and derives Model- and Market Greeks.

220 pages, 33 black & white illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 8, 2013
ISBN13 9783642349249
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 209
Dimensions 157 × 235 × 13 mm   ·   342 g
Language German  

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