Description: Interest Rate Models : Theory and Practice: With Smile, Inflation and Credit, Paperback by Brigo, Damiano; Mercurio, Fabio, ISBN 3662517434, ISBN-13 9783662517437, Brand New, Free shipping in the US 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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Book Title: Interest Rate Models : Theory and Practice: With Smile, Inflation
Number of Pages: Lvi, 982 Pages
Language: English
Publication Name: Interest Rate Models-Theory and Practice : with Smile, Inflation and Credit
Publisher: Springer Berlin / Heidelberg
Subject: Interest, Investments & Securities / Derivatives, Probability & Statistics / General, Statistics, Applied
Item Height: 2 in
Publication Year: 2016
Type: Textbook
Item Weight: 55.1 Oz
Author: Damiano Brigo, Fabio Mercurio
Subject Area: Mathematics, Business & Economics
Item Length: 9.2 in
Series: Springer Finance Ser.
Item Width: 6.1 in
Format: Trade Paperback
