| #4424739 in Books | Springer | 2013-03-08 | 2013-03-08 | Original language:English | PDF # 1 | 9.25 x.52 x6.10l,.72 | File type: PDF | 209 pages | ||From the Back Cover||The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and conce
This volume deals with the class of Cheyette interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models.
You can specify the type of files you want, for your gadget.Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Lecture Notes in Economics and Mathematical Systems) | Ingo Beyna. Just read it with an open mind because none of us really know.
