Interest rate option models : understanding, analysing and using models for exotic interest rate options
Year of publication: |
1996
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Authors: | Rebonato, Riccardo |
Publisher: |
Chichester [u.a.] : Wiley |
Subject: | Zinsoption | Kapitalmarkt | Zins | Entwicklung | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Rebonato, Riccardo, (1998)
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Ulrich, Maxim, (2008)
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Ulrich, Maxim, (2008)
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A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo, (1997)
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Rebonato, Riccardo, (1999)
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Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo, (1999)
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