Name: Interest Rate Models - Theory and Practice
Price: 1585.95 DKK
Availability: InStock
Author: Damiano Brigo
ISBN: 9783540221494

Interest Rate Models - Theory and Practice af Damiano Brigo

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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.

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Sprog:
Engelsk

ISBN:
9783540221494

Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Indbinding:
Hardback

Sideantal:
982

Udgivet:
2. august 2007

Udgave:
2200632007

Størrelse:
242x169x61 mm.

Vægt:
1612 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 20. november 2024

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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.

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