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Interest Rate Models - Theory and Practice - Damiano Brigo - Bog

- With Smile, Inflation and Credit

af Damiano Brigo, Fabio Mercurio

indgår i Springer Finance serien

Interest Rate Models - Theory and Practice af Damiano Brigo
Bag om Interest Rate Models - Theory and Practice

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
  • Indbinding:
  • Hardback
  • Sideantal:
  • 982
  • Udgivet:
  • 2. August 2007
  • Udgave:
  • 2200632007
  • Størrelse:
  • 242x169x61 mm.
  • Vægt:
  • 1612 g.
  • 8-11 hverdage.
  • 20. Juli 2024

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Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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Beskrivelse af Interest Rate Models - Theory and Practice

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.

Brugerbedømmelser af Interest Rate Models - Theory and Practice



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