Interest Rate Models - Theory and Practice
Damiano Brigo, Fabio Mercurio
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2006
158,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783540221494
- ISBN-10
- 3540221492
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2006
- Publication date
- 2006-08-04
- Pages
- 982
- Dimensions
- 169x242x61
- Weight
- 1612