Europe's New Supervisory Toolkit

Europe's New Supervisory Toolkit

Inflation-Sensitive Assets

Inflation-Sensitive Assets

£65.00
  • Hull and White’s classic analysis of the impact of stochastic volatility on the pricing and hedging of options
  • Examines the valuation of interest-rate options and the problem of how to build a no-arbitrage model of the term structure of interest rates
ISBN
9781906348298
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