PDE Valuation of Interest Rate Derivatives - From Theory to Implementation

...
Author:  Peter Kohl-Landgraf
38 downloads 963 Views 2MB 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

Lecture Notes in Economics and Mathematical Systems Founding Editors: M. Beckmann H.P. Künzi Managing Editors: Prof. Dr...
THE VALUATION OF INTEREST RATE DERIVATIVE SECURITIES The increased volatility of interest rates during recent years and...
Interest Rate, Term Structure, and valuation modeling FRANK J. FABOZZI EDITOR John Wiley & Sons, Inc. Frontmatter Pa...
...
Interest Rate, Term Structure, and valuation modeling FRANK J. FABOZZI EDITOR John Wiley & Sons, Inc. Frontmatter Pa...
Springer Finance Editorial Board M. Avellaneda G. Barone-Adesi M. Broadie M.H.A. Davis E. Derman C. Klüppelberg E. Kopp...
Springer Finance Editorial Board M. Avellaneda G. Barone-Adesi M. Broadie M.H.A. Davis E. Derman C. Klüppelberg E. Kopp...