Recomienda este artículo a tus amigos:
A Simplified Method for Pricing Interest Rate Swaps and Swaptions David Roy Smith
Precio
Mex$ 905
sin IVA
Pedido desde almacén remoto
Entrega prevista 7 - 25 de ago.
Recibe notificaciones sobre nuevos lanzamientos de David Roy Smith
Nuestros clientes opinan:
Añadir a tu lista de deseos de iMusic
A Simplified Method for Pricing Interest Rate Swaps and Swaptions
David Roy Smith
This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 24 de agosto de 2016 |
| ISBN13 | 9781535369442 |
| Editores | Createspace Independent Publishing Platf |
| Páginas | 44 |
| Dimensiones | 216 × 280 × 3 mm · 167 g |
| Lengua | Inglés |
