Market consistency
Subtitle: model calibration in imperfect markets
By: Malcolm H. D. Kemp.
Series: Wiley finance series
Publisher: Wiley
Published: 2009
Place of publication: Chichester, U.K
Language: eng
Number of pages: 350
ISBN-13: 9780470770887
Subjects: Capital market; Banks and banking; Risk management
Notes: Includes bibliographical references and index.