Interest Rate Models - Theory and Practice With Smile, Inflation and Credit |
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| Author:
| Brigo, Damiano
Mercurio, Fabio |
| Series title: | Springer Finance Ser. |
| ISBN: | 978-3-662-51743-7 |
| Publication Date: | Oct 2016 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $159.99 |
Book Description:
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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.
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.