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MEGA VÝHODNÉ
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.
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This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.
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- Nakladatel: John Wiley And Sons Ltd
- Kód:
- Rok vydání: 2009
- Jazyk: Angličtina
- Vazba: Gebunden
- Počet stran: 296
- Šířka balení: 17.7 cm
- Výška balení: 25.2 cm
- Hloubka balení: 2.2 cm
- Váha balení: 660 g
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