图书目录大全

Pricing of Bond Options 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

☆☆☆☆☆
简体网页||繁体网页

Repplinger, Detlef 作者

译者

出版日期

136 页数

$ 101.64 价格

丛书系列

9783540707219 图书编码

Pricing of Bond Options 在线电子书图书标签:

喜欢 Pricing of Bond Options 在线电子书的读者还喜欢

下载链接在页面底部

点击这里下载

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

发表于2024-11-25

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

Pricing of Bond Options 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Pricing of Bond Options 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

Pricing of Bond Options 在线电子书用户评价

评分☆☆☆☆☆

Pricing of Bond Options 在线电子书著者简介

Pricing of Bond Options 在线电子书图书目录

Pricing of Bond Options 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Pricing of Bond Options 在线电子书图书描述

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as Random Field (RF) models are used to model the dynamics of entire yield curves. The USV models postulate a correlation between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by running a Fractional Fourier Transform or by applying the Integrated Edgeworth Expansion approach. The latter is a new extension of a generalized series expansion of the (log) characteristic function, especially adapted for the computation of exercise probabilities.

Pricing of Bond Options 在线电子书下载 mobi epub pdf txt 在线电子书下载

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!