Top 932 pricing PDF Book Page 36

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The SABR LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

Riccardo Rebonato, Kenneth McKay, Richard White
·299 Pages
·2009
·2.023 MB

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Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Jean-Philippe Bouchaud, Marc Potters,
·401 Pages
·2004
·4.94 MB

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Rethinking Valuation and Pricing Models. Lessons Learned from the Crisis and Future Challenges

Carsten Wehn, Christian Hoppe and Greg N. Gregoriou (Auth.)
·625 Pages
·2012
·8.933 MB