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Interest Rate Models - Theory And Practice

With Smile, Inflation And Credit

by Fabio Mercurio e Damiano Brigo
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, August of 2006 ‧
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This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

Interest Rate Models - Theory And Practice

With Smile, Inflation And Credit

by Fabio Mercurio e Damiano Brigo

Property Description
ISBN: 9783540221494
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: August of 2006
Language: English
Dimensions: 159 x 240 x 58 mm
Cover: Hardcover
Pages: 982
Format: Book
Collection: Springer Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Management > Management and Organization
EAN: 9783540221494

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