Pricing Of Bond Options
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Introduction.- The option pricing framework.- The Edgeworth Expansion.- The Integrated Edgeworth Expansion.- Multi-Factor HJM models.- Multiple-Random Fields term structure models.- Multi-factor USV term structure model.- Conclusions.- Appendix.- Matlab codes for the EE and IEE. EAN/ISBN : 9783540707295 Publisher(s): Springer, Berlin Format: ePub/PDF Author(s): Fandel, G. - Trockel, W.
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