Pricing of Bond Options
A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of intere...
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| 主要作者: | |
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| 格式: | 圖書 |
| 語言: | English |
| 出版: |
Springer
2017
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| 主題: | |
| 在線閱讀: | http://repository.vnu.edu.vn/handle/VNU_123/25766 |
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| 機構: | Vietnam National University, Hanoi |
| 語言: | English |