Isbn: 9783330822030 - numerical methods for interest rate derivatives (5 resultados)

Taschenbuch. Condición: 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.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. &Uumlber 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.…

Taschenbuch. Condición: 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. …

Taschenbuch. Condición: 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. …

Taschenbuch. Condición: 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 Print on Demand.…