Interest Rate Derivatives: Pricing Interest Rate Caplets In A Two Factor Heath-Jarrow-Morton Model (Paperback)
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Interest Rate Derivatives : Pricing Interest Rate Caplets In A Two Factor Heath-Jarrow-Morton Model (2012)
DE PB NW RPISBN: 9783659253447 bzw. 3659253448, in Deutsch, LAP Lambert Academic Publishing Sep 2012, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets. 60 pp. Englisch.
This item is printed on demand - Print on Demand Neuware - The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets. 60 pp. Englisch.
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Symbolbild
Interest Rate Derivatives (2012)
DE PB NWISBN: 9783659253447 bzw. 3659253448, in Deutsch, LAP Lambert Academic Publishing Sep 2012, Taschenbuch, neu.
Von Händler/Antiquariat, BuchWeltWeit Inh. Ludwig Meier e.K. [57449362], Bergisch Gladbach, Germany.
Neuware - The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets. 60 pp. Englisch.
Neuware - The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets. 60 pp. Englisch.
3
Interest Rate Derivatives
DE NWISBN: 9783659253447 bzw. 3659253448, in Deutsch, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, 11, zzgl. Versandkosten.
The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets.
The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets.
4
Symbolbild
Interest Rate Derivatives
DE PB NWISBN: 9783659253447 bzw. 3659253448, in Deutsch, Taschenbuch, neu.
Von Händler/Antiquariat, European-Media-Service Mannheim [1048135], Mannheim, Germany.
Publisher/Verlag: LAP Lambert Academic Publishing | Pricing Interest Rate Caplets In A Two Factor Heath-Jarrow-Morton Model | The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets. | Format: Paperback | Language/Sprache: english | 60 pp.
Publisher/Verlag: LAP Lambert Academic Publishing | Pricing Interest Rate Caplets In A Two Factor Heath-Jarrow-Morton Model | The Heath Jarrow Morton is used for modelling fixed income markets and has closed form solutions for specific volatilities. The known methods are different such that the approximation of the integral arbitrage-free drift is constructed using Euler-type approach schemes discretization. A Java applet is developed to price a caplet using a different numerical approach based on a functional backward Kolmogorov equation with two proportional volatility models. Students pursuing financial engineering and interest rate derivative traders can use this book as a manual for pricing instruments, specifically ,caplets and floorlets. | Format: Paperback | Language/Sprache: english | 60 pp.
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Interest Rate Derivatives: Pricing Interest Rate Caplets In A Two Factor Heath-Jarrow-Morton Model (2012)
EN PB NWISBN: 9783659253447 bzw. 3659253448, in Englisch, 60 Seiten, LAP LAMBERT Academic Publishing, Taschenbuch, neu.
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Interest Rate Derivatives (2012)
DE PB NWISBN: 9783659253447 bzw. 3659253448, in Deutsch, Taschenbuch, neu.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Interest Rate Derivatives Pricing Interest Rate Caplets In A Two Factor Heath-Jarrow-Morton Model (2012)
DE NWISBN: 3659253448 bzw. 9783659253447, in Deutsch, LAP Lambert Academic Publishing, neu.
Von Händler/Antiquariat, MARZIES.de Buch- und Medienhandel, 14621 Schönwalde-Glien.
Kartoniert / Broschiert, neu.
Kartoniert / Broschiert, neu.
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