Login

Repplinger, Detlef

Pricing of Bond Options

Pricing of Bond Options

68,20€

PDF with Adobe DRM
ISBN: 9783540707295
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

1. Introduction

2. The option pricing framework

3. The Edgeworth Expansion

4. The Integrated Edgeworth Expansion

5. Multi-Factor HJM models

6. Multiple-Random Fields term structure models

7. Multi-factor USV term structure model

8. Conclusions

9. Appendix

10. Matlab codes for the EE and IEE

DRM-restrictions

Printing: not available
Clipboard copying: not available

Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

Author(s)
Publisher
Springer
Publication year
2008
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9783540707295

Similar titles