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Study Interest-Rate Option Models
Posted on 2010-03-15
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More Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) by Riccardo Rebonato (Author) The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities. It also presents a substantial new chapter devoted to this revolutionary modelling method. In this second edition, readers will also find important new data dealing with the securities market and the probabilistic/stochastic calculus tools. Other changes include: a new chapter on the issues arising in the pricing of several classes of exotic interest-rate instruments; and insights from the BDT and the Brennan and Schwartz approaches which can be combined into a new class of "generalised models". Further details can be found on the links between mean-reversion and calibration for the important classes of models. or or AIO BookReaders Pack 4 Mb: (PDF: Foxit PDF Reader Pro 2.0 Build 1414; PDB: iSilo 4.32; DjVu: DjVuReader 2.0.20) DL: or Important: All questions, requests, etc. for ME send to my PM (Send Message link), please (not in comments). I will try to answer all letters. But do not be offended if you do not obtain the answer. :) ID121268 121268
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