Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models (Lecture Notes in Economics and Mathematical Systems)

Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models (Lecture Notes in Economics and Mathematical Systems)

by Detlef Repplinger (Author)

Synopsis

This book presents the development of a consistent unified model framework for the evaluation of bond options.

$86.93

Quantity

10 in stock

More Information

Format: Paperback
Pages: 148
Publisher: Springer
Published: 02 Sep 2008

ISBN 10: 3540707212
ISBN 13: 9783540707219