Market consistency : model calibration in imperfect markets /

Main Author: Kemp, Malcolm H. D.
Format: Book
Language:English
Published: Chichester, U.K. : Wiley, c2009
Series:Wiley finance
Subjects:
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100 1 |a Kemp, Malcolm H. D. 
245 1 0 |a Market consistency :   |b model calibration in imperfect markets /   |c Malcolm H. D. Kemp 
260 |a Chichester, U.K. :   |b Wiley,   |c c2009 
300 |a xxv, 350 p. :   |b ill. ;   |c 26 cm 
490 1 |a Wiley finance 
504 |a Includes bibliographical references and index 
650 0 |a Capital market 
650 0 |a Banks and banking 
650 0 |a Risk management 
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