Code: 15368855
Interest Rate Models - Theory and Practice
by Damiano Brigo, Fabio Mercurio
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, a ... more
- Language:
English - Binding: Paperback
- Number of pages: 982
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2016
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201.98 €
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Book 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.
Book details
Book category Books in English Mathematics & science Mathematics Probability & statistics
201.98 €
- Full title: Interest Rate Models - Theory and Practice
- Subtitle: With Smile, Inflation and Credit
- Author: Damiano Brigo, Fabio Mercurio
- Language: English
- Binding: Paperback
- Number of pages: 982
- EAN: 9783662517437
- ISBN: 9783662517437
- ID: 15368855
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 1561 g
- Dimensions: 235 × 155 × 56 mm
- Date of publishing: 23. October 2016
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