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The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (English Edition) - de Riccardo Rebonato (Author)
Details The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (English Edition)
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| Le Titre Du Fichier | The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (English Edition) |
| Date de Parution | |
| Traducteur | Mairin Gaurika |
| Numéro de Pages | 726 Pages |
| La taille du fichier | 73.54 MB |
| Langue | Français & Anglais |
| Éditeur | Atlas Press |
| ISBN-10 | 9918547328-IFQ |
| Type de Fichier | PDF ePub AMZ ASC WOLF |
| de (Auteur) | Riccardo Rebonato |
| ISBN-13 | 010-1338402122-LHO |
| Nom de Fichier | The-SABR-LIBOR-Market-Model-Pricing-Calibration-and-Hedging-for-Complex-Interest-Rate-Derivatives-(English-Edition).pdf |
Télécharger The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (English Edition) Livre PDF Gratuit
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 produced by the SABR model
The authors take two market standards the SABR and the LIBOR Market Model LMM and produce a coherent synthesis for the pricing of complex interest rate derivatives The SABR model has become the market standard to recover the price of European options Its main strengths are its financial justifiability and its ability to recover the dynamics of the smile evolution when the underlying
The SABRLIBOR Market Model est un livre de Richard White et Riccardo Rebonato 2013 Retrouvez les avis à propos de The SABRLIBOR Market Model
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Lisez « The SABRLIBOR Market Model Pricing Calibration and Hedging for Complex InterestRate Derivatives » de Riccardo Rebonato disponible chez Rakuten Kobo This book presents a major innovation in the interest rate space It explains a financially motivated extension of the
Bibliothèque de livres en PDF Ebook Code B004PYDTDM The SABR LIBOR Market Model Pricing Calibration And Hedging For Complex
Lisez « The SABRLIBOR Market Model Pricing Calibration and Hedging for Complex InterestRate Derivatives » de Riccardo Rebonato disponible chez Rakuten Kobo Inscrivezvous aujourdhui et obtenez 5 de réduction sur votre premier achat This book presents a major innovation in the interest rate sp