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
Categorii:
Limba:
Engleza
Data publicarii:
2007
Editura:
Tip coperta:
Hardcover
Nr. pagini:
982
Colectie:
ISBN:
9783540221494
Dimensiuni: l: 24.2cm | H: 16.9cm | 6.1cm | 1640g
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