Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit - Springer Finance - Damiano Brigo - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540221494 - August 4, 2006
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Damiano Brigo
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit - Springer Finance 2nd ed. 2006 edition

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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.

1038 pages, 1, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 4, 2006
ISBN13 9783540221494
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 982
Dimensions 242 × 169 × 61 mm   ·   1.61 kg
Language German  

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