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Interest Rate Models - Theory and Practice

- With Smile, Inflation and Credit

Om Interest Rate Models - Theory and Practice

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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  • Språk:
  • Engelska
  • ISBN:
  • 9783540221494
  • Format:
  • Inbunden
  • Sidor:
  • 982
  • Utgiven:
  • 2. augusti 2007
  • Utgåva:
  • 2200632007
  • Mått:
  • 242x169x61 mm.
  • Vikt:
  • 1612 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Beskrivning av Interest Rate Models - Theory and Practice

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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