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Interest rate derivatives: valuation, calibration and sensitivity analysis

Detalles Bibliográficos
Autor principal: Beyna, Ingo
Lenguaje:eng
Publicado: Springer 2013
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-34925-6
http://cds.cern.ch/record/1522389
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author Beyna, Ingo
author_facet Beyna, Ingo
author_sort Beyna, Ingo
collection CERN
id cern-1522389
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2013
publisher Springer
record_format invenio
spelling cern-15223892021-04-21T22:57:20Zdoi:10.1007/978-3-642-34925-6http://cds.cern.ch/record/1522389engBeyna, IngoInterest rate derivatives: valuation, calibration and sensitivity analysisMathematical Physics and MathematicsSpringeroai:cds.cern.ch:15223892013
spellingShingle Mathematical Physics and Mathematics
Beyna, Ingo
Interest rate derivatives: valuation, calibration and sensitivity analysis
title Interest rate derivatives: valuation, calibration and sensitivity analysis
title_full Interest rate derivatives: valuation, calibration and sensitivity analysis
title_fullStr Interest rate derivatives: valuation, calibration and sensitivity analysis
title_full_unstemmed Interest rate derivatives: valuation, calibration and sensitivity analysis
title_short Interest rate derivatives: valuation, calibration and sensitivity analysis
title_sort interest rate derivatives: valuation, calibration and sensitivity analysis
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-34925-6
http://cds.cern.ch/record/1522389
work_keys_str_mv AT beynaingo interestratederivativesvaluationcalibrationandsensitivityanalysis