calibration point
1The SABR_LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives , Riccardo Rebonato
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… 9188.33 руб электронная книга2Foreign Exchange Option Pricing. A Practitioner's Guide , Iain Clark J.
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the… 9755.93 руб электронная книга3Option Pricing and Estimation of Financial Models with R , Stefano Iacus M.
Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces the… 9049.6 руб электронная книга4Counterparty Credit Risk, Collateral and Funding. With Pricing Cases For All Asset Classes , Damiano Brigo
The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this… 7953.16 руб электронная книга
