Market Consistency: Model Calibration in Imperfect Markets

Market Consistency: Model Calibration in Imperfect Markets Kemp Malcolm (London UK) Wydawca: John Wiley & Sons Inc Data wydania: 2009 ISBN: 9780470770887 Liczba stron: 376 Format: 252 x 179 x 27 Rodzaj oprawy: Hardback Opis produktu: Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets , leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines.