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Pricing of bond optionsunspanned sto...

Repplinger, Detlef.

Pricing of bond optionsunspanned stochastic volatility and random field models /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Pricing of bond optionsby Detlef Repplinger.
Reminder of title:	unspanned stochastic volatility and random field models /
Author:	Repplinger, Detlef.
Published:	Berlin, Heidelberg :Springer Berlin Heidelberg,2008.
Description:	x, 137 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Quantitative Finance.
Online resource:	http://dx.doi.org/10.1007/978-3-540-70729-5
ISBN:	9783540707295 (electronic bk.)

Pricing of bond optionsunspanned stochastic volatility and random field models /
Repplinger, Detlef.

Pricing of bond optionsunspanned stochastic volatility and random field models /[electronic resource] :by Detlef Repplinger. - Berlin, Heidelberg :Springer Berlin Heidelberg,2008. - x, 137 p. :ill., digital ;24 cm. - Lecture notes in economics and mathematical systems,6150075-8442 ;. - Lecture notes in economics and mathematical systems ;461..

ISBN: 9783540707295 (electronic bk.)Subjects--Topical Terms:

274071
Quantitative Finance.

LC Class. No.: HG6024.A3 / R47 2008

Dewey Class. No.: 332.6453

Pricing of bond optionsunspanned stochastic volatility and random field models /
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650 0 $a Options (Finance) $x Mathematical models. $3 183333
650 0 $a Bonds $x Mathematical models. $3 231065
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