Main image
Click to view image in fullscreen
![]()
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.
1 320,00 DH
En stock
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 / EAN | 9783540221494 |
|---|---|
| Auteur | Brigo, Damiano |
| Editeur | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |