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株式会社極東書店トップ ＞ 商品一覧 ＞ Interest-Rate Option Models. Understanding, Analysing and Using Models for Exotic Interest-Rate Options. 2nd ed.

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Interest-Rate Option Models. Understanding, Analysing and Using Models for Exotic Interest-Rate Options. 2nd ed.

Interest-Rate Option Models. Understanding, Analysing and Using Models for Exotic Interest-Rate Options. 2nd ed. 金利モデル・オプション　第２版

・ISBN 978-0-471-97958-6 cloth

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著者・編者Rebonato, Riccardo,
シリーズWiley Series in Financial Engineering
出版社(Wiley, US)
出版年月1998
ページ数521 pp.
言語ENG
ニュース番号＜440-535＞

解説

Option modelling is a highly complex and fast moving area of finance. This major revision of the first edition sees the introduction of five new chapters together with the inclusion of complex quantitative material. The additional chapters deal with techniques such as American swaptions and the Two-Factor Model.