Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options

...
Author:  Riccardo Rebonato
112 downloads 1542 Views 5MB Size Report

This content was uploaded by our users and we assume good faith they have the permission to share this book. If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site. Start by pressing the button below!

Report copyright / DMCA form

DOWNLOAD DJVU

Recommend Documents

Exotic Option Pricing and Advanced L´evy Models Exotic Option Pricing and Advanced L´evy Models Edited by Andreas E...
Exotic Option Pricing and Advanced L´evy Models Exotic Option Pricing and Advanced L´evy Models Edited by Andreas E...
ADVANCED OPTION PRI IN-... ODELS An Empirical Approach to Valuing Options JEFFR EY OWEN K ATZ , Ph . D . DONNA L. McCO ...
Exotic Option Pricing and Advanced L´evy Models Exotic Option Pricing and Advanced L´evy Models Edited by Andreas E...
Option Pricing Models and Volatility Using Excel -VBA  FABRICE DOUGLAS ROUAH GREGORY VAINBERG John Wiley & Sons, Inc...
Pricing Exotic Options using Improved Strong Convergence Klaus E. Schmitz Abe St Catherine’s College University of Oxfo...
Option Pricing Models and Volatility Using Excel -VBA  FABRICE DOUGLAS ROUAH GREGORY VAINBERG John Wiley & Sons, Inc...