All ebooks by Ingo Beyna in EPUB
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All ebooks by Ingo Beyna in EPUB


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Download this eBook Interest Rate Derivatives
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Interest Rate Derivatives


Ingo Beyna


The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration,...

Publication date: 2013-02-20
Format: ePub
Publisher: Springer
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£44,99

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