(UL)
Celotno besedilo
  • Pricing of bond options [Elektronski vir] : unspanned stochastic volatility and random field models
    Repplinger, Detlef
    Covers the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds and options on coupon bearing bonds are linked by no-arbitrage ... relations through the correlation structure of interest rates
    Vrsta gradiva - e-knjiga
    Založništvo in izdelava - Berlin : Springer Verlag, ©2008
    Jezik - angleški
    ISBN - 978-3-540-70729-5; 3-540-70729-8; 978-3-540-70721-9; 3-540-70721-2
    COBISS.SI-ID - 1540935903

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    SpringerLink e-books 2008-2012

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