Interest rate dynamics, derivatives pricing, and risk management / ; By Chen, Lin
| Format: | Contents: A Three-Factor Model of the Term Structure of Interest Rates.- Pricing Interest Rate Derivatives.- Pricing Exotic Options.- Fitting to a Given Term Structure. - A Discrete-Time Version of the Model.- Estimation of the Model.- Managing Interest Rate Risk.- Extensions of the Model.- Concluding Remarks. |
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| Copyright: | 1996 |
| ISBN: | 3540608141 |
| LCCN: | HG6024.A3C4853 |
| Publisher: | Berlin : Springer-Verlag, |
| Physical Details: | XII, 149 p. : ill. ; 24 cm. |
| Record No.: | 10526 |
| Type/Format | Call Number | Location | Due Date | Last Seen | Barcode |
|---|---|---|---|---|---|
 Books |
HG6024.A3C4853 | Istituto di Ingegneria Biomedica | 2010-04-13 | LADSEB4763 |