Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 1998 - Publisher:
We evaluate various popular models of interest rate volatility and the Heath-Jarrow-Morton (HJM) approach to value interest rate derivatives by studying the inf
Language: en
Pages: 253
Pages: 253
Type: BOOK - Published: 2002 - Publisher:
Language: en
Pages: 566
Pages: 566
Type: BOOK - Published: 2012-03-22 - Publisher: John Wiley & Sons
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication
Language: en
Pages: 408
Pages: 408
Type: BOOK - Published: 1997-12-05 - Publisher:
The 12 articles presented in this book have different approaches for the modelling of economic and financial processes. The topics cover a range of subjects (co
Language: en
Pages: 452
Pages: 452
Type: BOOK - Published: 1999 - Publisher: