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.
Interest Rate Models. Theory and Practice
With Smile, Inflation and Credit
Categories:
Language:
Engleza
Publishing Date:
2007
Publisher:
Cover Type:
Hardcover
Page Count:
982
Collection:
ISBN:
9783540221494
Dimensions: l: 24.2cm | H: 16.9cm | 6.1cm | 1640g
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