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Interest Rate Models - Theory and Practice

Language EnglishEnglish
Book Paperback
Book Interest Rate Models - Theory and Practice Damiano Brigo
Libristo code: 15368855
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, October 2016
This book explains how Interest-rate models work and shows how to implement them for concrete pricin... Full description
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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.

About the book

Full name Interest Rate Models - Theory and Practice
Author Damiano Brigo, Fabio Mercurio
Language English
Binding Book - Paperback
Date of issue 2016
Number of pages 982
EAN 9783662517437
ISBN 9783662517437
Libristo code 15368855
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 1561
Dimensions 155 x 235 x 56

Categories

Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Finance & accounting
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