期刊书目 › BOOKS with Alphabet E (Ea, Eb,Ec, Ed, Ee…... ) › Titlebook: Efficient Methods for Valuing Interest Rate Derivatives; Antoon Pelsser Book 2000 Springer-Verlag London 2000 Portfolio.Stochastic modelli

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Convexity Correctionicated since one needs to keep track of many stochastic processes (e.g. all . rates) simultaneously. For the example products described in those chapters, such a level of complexity is indeed required.

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