Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /

Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /

RWT Award 2008! For his excellent monograph, Detlef Repplinger won the RWT Reutlinger Wirtschaftstreuhand GMBH award in June 2008. A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) an...

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Bibliographic Details
Main Author: Repplinger, Detlef (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
Series:Lecture Notes in Economics and Mathematical Systems, 615
Subjects:
Finance.
Economics, Mathematical.
Macroeconomics.
Finance, general.
Macroeconomics/Monetary Economics//Financial Economics.
Quantitative Finance.
Online Access:Full Text via HEAL-Link

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Call Number: 330.01 BAU
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Call Number: 330.01 BAU
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