| 청구기호 |
HB135-147 |
| 형태사항 |
XVIII, 209 p. 33 illus. online resource.
|
| 언어 |
English |
| 내용 |
Preface -- 1.Literature Review -- 2.The Cheyette Model Class -- 3.Analytical Pricing Formulas -- 4.Calibration -- 5.Monte Carlo Methods -- 6.Characteristic Function Method -- 7.PDE Valuation -- 8.Comparison of Valuation Techniques for Interest Rate Derivatives -- 9.Greeks -- 10.Conclusion.-Appendices: A.Additional Calculus in the Class of Cheyette Models -- B.Mathematical Tools -- C.Market Data -- References -- Index.
|
| 주제 |
Mathematics.
Finance.
Numerical analysis.
Mathematics.
Quantitative Finance.
Applications of Mathematics.
Numerical Analysis.
|
| 보유판 및 특별호 저록 |
Springer eBooks
|
| ISBN |
9783642349256 |
| 기타 표준번호 |
10.1007/978-3-642-34925-6 |
