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
Printing: not available
Clipboard copying: not available
Nyckelord: BUSINESS & ECONOMICS / Management Science BUS042000
- Författare
- Repplinger, Detlef
- Utgivare
- Springer
- Utgivningsår
- 2008
- Språk
- en
- Utgåva
- 1
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9783540707295
