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Interest Rate Models - Theory and Practice
- With Smile, Inflation and Credit
part of the Springer Finance series
- Language:
- English
- ISBN:
- 9783540221494
- Binding:
- Hardback
- Pages:
- 982
- Published:
- August 2, 2007
- Edition:
- 2200632007
- Dimensions:
- 242x169x61 mm.
- Weight:
- 1612 g.
Delivery:
2-3 weeks
Expected delivery: October 24, 2024
Description of 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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