Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigo (Author), Fabio Mercurio (Author), Damiano Brigo (Author), Fabio Mercurio (Author)

New
Paperback
2016
$132.18

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.

Synopsis

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.

$132.18

Quantity

10 in stock

More Information

Format: Paperback
Pages: 1038
Edition: Softcover reprint of the original 2nd ed. 2006
Publisher: Springer
Published: 23 Oct 2016
ISBN 10: 3662517434
ISBN 13: 9783662517437

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

New

$132.18

Synopsis

$132.18

More Information