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Interest Rate Models - Theory and Practice
- With Smile, Inflation and Credit
part of the Springer Finance series
- Language:
- English
- ISBN:
- 9783662517437
- Binding:
- Paperback
- Pages:
- 982
- Published:
- October 23, 2016
- Edition:
- 22006
- Dimensions:
- 155x235x0 mm.
- Weight:
- 1561 g.
Delivery:
1-2 weeks
Expected delivery: October 17, 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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