Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

thumbnail

List Price: £62.99 (GBP)
  • Lowest New Price: £47.39
  • Lowest Used Price: £45.27
  • Total New: 22
  • Total Used: 12
  • Total Collectible: 0
  • Total Refurbished: 0

Features:

  • New
  • Mint Condition
  • Dispatch same day for order received before 12 noon
  • Guaranteed packaging
  • No quibbles returns
  • Author : Damiano Brigo
  • Author : Fabio Mercurio
  • Binding : Hardcover
  • EAN : 9783540221494
  • Edition : 2nd ed. 2006. Corr. 3rd printing
  • ISBN : 3540221492
  • Is Eligible For Trade In? : Yes
  • Label : Springer
  • Languages : Original Language: English, Published: English
  • Manufacturer : Springer
  • Number Of Items : 1
  • Number Of Pages : 981
  • Package Dimensions : 1.70 inches (Height) x 9.80 inches (Length) x 3.45 pounds (Weight) x 6.50 inches (Width)
  • Product Group : Book
  • Publication Date : 2006-08-04
  • Publisher : Springer
  • SKU : HS9783540221494
  • Studio : Springer

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.

- Product Description


Leave a Comment:

(required)

(will not be published) (required)


Copyright © 1999-2012 Data Growth Pty Ltd. All rights reserved.
Privacy Policy | Terms of Use |