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Beyna, Ingo

Interest Rate Derivatives

Beyna, Ingo - Interest Rate Derivatives, ebook

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Ebook, PDF with Adobe DRM
ISBN: 9783642349256
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Table of contents

1. Literature Review
Ingo Beyna

2. The Cheyette Model Class
Ingo Beyna

3. Analytical Pricing Formulas
Ingo Beyna

4. Calibration
Ingo Beyna

5. Monte Carlo Methods
Ingo Beyna

6. Characteristic Function Method
Ingo Beyna

7. PDE Valuation
Ingo Beyna

8. Comparison of Valuation Techniques for Interest Rate Derivatives
Ingo Beyna

9. Greeks
Ingo Beyna

10. Conclusion
Ingo Beyna

Keywords: Mathematics, Quantitative Finance, Applications of Mathematics, Numerical Analysis

Author(s)
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
Lecture Notes in Economics and Mathematical Systems
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783642349256

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