Flylib.com
Index_L
Previous page
Table of content
Next page
L
Lagrange interpolation, 238-240
Langetieg model, 77-93
assumptions, 77
bond price, 86-93
bond price PDE, 82-84
bond price process, 83, 84, 89-93
market price of risk, 77, 84
risk-neutral valuation, 84-86
short rate process, 77
LIBOR rate, 213, 215-218, 220-222
Longstaff and Schwartz model, 59-75
bond price, 66-68
market price of risk, 61, 68
option price, 72
short rate process, 62
term structure shape, 69
volatility term structure, 69
Previous page
Table of content
Next page
Interest Rate Modelling (Finance and Capital Markets Series)
ISBN: 1403934703
EAN: 2147483647
Year: 2004
Pages: 132
Authors:
Simona Svoboda
BUY ON AMAZON
Certified Ethical Hacker Exam Prep
Hashing
Protocols, Standards, and Applications
Key Terms
Sniffers
Certified Ethical Hacker
High-Speed Signal Propagation[c] Advanced Black Magic
Power Ratios
Dielectric Loss Region
Coaxial Signal Propagation
Clock Distribution
IBIS (I/O Buffer Information Specification)
The .NET Developers Guide to Directory Services Programming
.NET Directory Services Programming Landscape
Administrative Limits Governing Active Directory and ADAM
Searching for Deleted Objects
Appendix A. Three Approaches to COM Interop with ADSI
LDP
Software Configuration Management
Configuration Identification
Metrics and Configuration Management Reference
Appendix G Sample Inspection Plan
Appendix I System Service Request
Appendix K Problem/Change Report
Visual Studio Tools for Office(c) Using C# with Excel, Word, Outlook, and InfoPath
Conclusion
Working with the Dialog Object
Conclusion
Introduction to Smart Tags
Conclusion
Telecommunications Essentials, Second Edition: The Complete Global Source (2nd Edition)
Transmission Lines
The OSI Reference Model and the TCP/IP Reference Model
Packet-Switched Networks
Optical Networking Today and Tomorrow
The Migration to Optical Networking
flylib.com © 2008-2017.
If you may any questions please contact us: flylib@qtcs.net
Privacy policy
This website uses cookies. Click
here
to find out more.
Accept cookies