Part II: Calibration
Chapter List
- Chapter 13: Calibrating the Hull-White extended Vasicek approach
- Chapter 14: Calibrating the Black, Derman and Toy discrete time model
- Chapter 15: Calibration of the Heath, Jarrow and Morton framework
Interest Rate Modelling (Finance and Capital Markets Series)
ISBN: 1403934703
EAN: 2147483647
EAN: 2147483647
Year: 2004
Pages: 132
Pages: 132
Authors: Simona Svoboda