Repplinger, Detlef
Pricing of Bond Options
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
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Avainsanat: BUSINESS & ECONOMICS / Management Science BUS042000
- Tekijä(t)
- Repplinger, Detlef
- Julkaisija
- Springer
- Julkaisuvuosi
- 2008
- Kieli
- en
- Painos
- 1
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783540707295
