Имя:
Пароль:


a b c d e f g h i j k l m n o p q r s t u v w x y z    0 1 2 3 4 5 6 7 8 9 
а б в г д е ж з и й к л м н о п р с т у ф х ц ч ш щ ъ ы ь э ю я 

Скачать Interest-Rate Option Models бесплатно

25 апреля 2009 | Автор: Admin | Рубрика: Научная литература » Экономика | Комментариев: 0

Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) by Riccardo Rebonato (Author)
Publisher: John Wiley & Sons; 2nd edition (May 1998) | ISBN-10: 0471979589 | DjVu | 5,5 Mb | 546 pages

The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities. It also presents a substantial new chapter devoted to this revolutionary modelling method. In this second edition, readers will also find important new data dealing with the securities market and the probabilistic/stochastic calculus tools. Other changes include: a new chapter on the issues arising in the pricing of several classes of exotic interest-rate instruments; and insights from the BDT and the Brennan and Schwartz approaches which can be combined into a new class of "generalised models". Further details can be found on the links between mean-reversion and calibration for the important classes of models.





AIO BookReaders Pack 4 Mb: (PDF: Foxit PDF Reader Pro 2.0 Build 1414; PDB: iSilo 4.32; DjVu: DjVuReader 2.0.20)
DL: Depositfiles or Rapidshare



Important: All questions, requests, etc. for ME send to my PM (Send Message link), please (not in comments). I will try to answer all letters. But do not be offended if you do not obtain the answer. :)



No MIRRORs below!

Информация

Посетители, находящиеся в группе Гости, не могут оставлять комментарии в данной новости.
]