Das SABR/LIBOR-Marktmodell: Preise, Kalibrierung und Absicherung für komplexes Interesse
111,11 €
With this new model, the authors bring the dynamics of the various forward rates and stochastic volatilities under a single umbrella. Its main strengths are its financial justifiability, and its ability to recover the dynamics of the smile evolution when the underlying changes.
Jetzt bei Ebay:
