Interest rate derivatives : valuation, calibration and sensitivity analysis

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Bibliographic Information

Title
"Interest rate derivatives : valuation, calibration and sensitivity analysis"
Statement of Responsibility
Ingo Beyna
Publisher
  • Springer
Publication Year
  • c2013
Book size
24 cm
Series Name / No
  • : [pbk.]

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Notes

"The book is a revised version of the dissertation at Frankfurt School of Finance & Management with the title 'Valuation, calibration and sensitivity analysis of interest rate derivatives in a multifactor HJM model with time dependent volatility'"--T.p. verso

Includes bibliographical references (p. 203-205) and index

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