Modern Pricing of Interest-Rate Derivatives pdf epub mobi txt 電子書 下載 2024


Modern Pricing of Interest-Rate Derivatives

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Riccardo Rebonato
Princeton University Press
2002-11-24
488
USD 130.00
Hardcover
9780691089737

圖書標籤: 金融  Finance  quant  Interest  金融工程  經濟學  Derivatives  數學   


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发表于2024-12-25

Modern Pricing of Interest-Rate Derivatives epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Modern Pricing of Interest-Rate Derivatives epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Modern Pricing of Interest-Rate Derivatives pdf epub mobi txt 電子書 下載 2024



圖書描述

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer. Rebonato begins by presenting the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. Next, he treats in great detail the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables. He does so with an eye not only to mathematical feasibility but also to financial justification, while devoting special scrutiny to the implications of market incompleteness. Much of the book concerns an original extension of the LIBOR market model, devised to account for implied volatility smiles. This is done by introducing a stochastic-volatility, displaced-diffusion version of the model. The emphasis again is on the financial justification and on the computational feasibility of the proposed solution to the smile problem. This book is must reading for quantitative researchers in financial houses, sophisticated practitioners in the derivatives area, and students of finance.

Modern Pricing of Interest-Rate Derivatives 下載 mobi epub pdf txt 電子書

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Modern Pricing of Interest-Rate Derivatives pdf epub mobi txt 電子書 下載
想要找書就要到 小哈圖書下載中心
立刻按 ctrl+D收藏本頁
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Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

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Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

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Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

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Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

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