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No-Arbitrage Pricing and Numeraire Changehat the portfolio instantaneous return was indeed equal to the instantaneous risk-free rate, which immediately led to their celebrated partial differential equation and, through its solution, to their option-pricing formula.
INCUR
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1616-0533 ctical insights on the subject.Accessible overview of intere.The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the
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https://doi.org/10.1007/978-3-540-34604-3Interest rates; JEL classification: G12, G13, E43; Stochastic calculus; calculus; calibration; modeling; p