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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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
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| Series: | Lecture Notes in Economics and Mathematical Systems,
615 |
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| Online Access: | Full Text via HEAL-Link |
