Synopsis
In this research, we study numerical methods for interest rate derivatives under several models. We consider pricing American put options on zero-coupon bonds under a single factor model of short-term rate, and valuing caps under Lognormal Forward-LIBOR Model (LFM). Monte Carlo method and a novel PDE method are illustrated for pricing caps under one-factor and two-factor LFM. Also, the performance of different models for pricing interest rate derivatives is compared.
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Numerical Methods for Interest Rate Derivatives
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this research, we study numerical methods for interest rate derivatives under several models. We consider pricing American put options on zero-coupon bonds under a single factor model of short-term rate, and valuing caps under Lognormal Forward-LIBOR Model (LFM). Monte Carlo method and a novel PDE method are illustrated for pricing caps under one-factor and two-factor LFM. Also, the performance of different models for pricing interest rate derivatives is compared. 164 pp. Englisch. Seller Inventory # 9783330822030
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Numerical Methods for Interest Rate Derivatives
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Paperback. Condition: Brand New. 164 pages. 8.66x5.91x0.37 inches. In Stock. Seller Inventory # 3330822031
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Numerical Methods for Interest Rate Derivatives
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Über den AutorrnrnZhou Hongjun, Ph.D, Lecturer. Department of Finance, School of Economics and Business Administration, Chongqing University, China.KlappentextrnrnIn this research, we study numerical methods for interest. Seller Inventory # 510068301
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Numerical Methods for Interest Rate Derivatives
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this research, we study numerical methods for interest rate derivatives under several models. We consider pricing American put options on zero-coupon bonds under a single factor model of short-term rate, and valuing caps under Lognormal Forward-LIBOR Model (LFM). Monte Carlo method and a novel PDE method are illustrated for pricing caps under one-factor and two-factor LFM. Also, the performance of different models for pricing interest rate derivatives is compared.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 164 pp. Englisch. Seller Inventory # 9783330822030
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Numerical Methods for Interest Rate Derivatives
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this research, we study numerical methods for interest rate derivatives under several models. We consider pricing American put options on zero-coupon bonds under a single factor model of short-term rate, and valuing caps under Lognormal Forward-LIBOR Model (LFM). Monte Carlo method and a novel PDE method are illustrated for pricing caps under one-factor and two-factor LFM. Also, the performance of different models for pricing interest rate derivatives is compared. Seller Inventory # 9783330822030
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Numerical Methods for Interest Rate Derivatives
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Taschenbuch. Condition: Neu. Numerical Methods for Interest Rate Derivatives | Hongjun Zhou | Taschenbuch | Englisch | 2017 | ¿¿¿¿¿¿¿ | EAN 9783330822030 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Seller Inventory # 120570914