Mendeley出力
＜図書＞
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options
| 責任表示 | Riccardo Rebonato |
|---|---|
| シリーズ | Wiley series in financial engineering |
| データ種別 | 図書 |
| 出版情報 | Chichester : John Wiley & Sons , c1996 |
| 本文言語 | 英語 |
| 大きさ | xxi, 372 p. : ill. ; 24 cm |
| 概要 | Option modeling refers to the practice of creating and applying models to the pricing of options on securities, bonds, or other trading instruments. This revised and expanded Second Edition explains ...ption models at both the theoretical and practical levels. It introduces readers to the best models, describes how they are best implemented, and provides pointers on how to select and use them.-- Five new chapters explore hot new techniques such as American swaptions and the Two-Factor Model 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 338.12/R 22/1 | 1996 |
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017211997018943 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [361]-365) and index |
|---|---|
| 著者標目 | *Rebonato, Riccardo |
| 件 名 | LCSH:Interest rate futures -- Mathematical models
全ての件名で検索
LCSH:Options (Finance) -- Mathematical models 全ての件名で検索 |
| 分 類 | LCC:HG6024.5.R43 1996 DC20:332.63/23 |
| 書誌ID | 1000312399 |
| ISBN | 0471965693 |
| NCID | BA29157369 |
| 巻冊次 | ISBN:0471965693 |
| 登録日 | 2009.09.11 |
| 更新日 | 2009.09.11 |