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Item Details
Title: INTEREST RATE MODELS - THEORY AND PRACTICE
WITH SMILE, INFLATION AND CREDIT
By: Damiano Brigo
Format: Paperback

List price: £109.99


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 3662517434
ISBN 13: 9783662517437
Publisher: SPRINGER BERLIN HEIDELBERG
Pub. date: 11 November, 2016
Series: Springer Finance
Language: English
Description:

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.

Returns: Returnable
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COUNTERPARTY CREDIT RISK, COLLATERAL AND FUNDING (HB)
COUNTERPARTY CREDIT RISK, COLLATERAL, FUNDING AND CAPITAL
COUNTERPARTY CREDIT RISK, COLLATERAL, FUNDING AND CAPITAL
COUNTERPARTY CREDIT RISK, COLLATERAL, FUNDING AND CAPITAL
COUNTERPARTY CREDIT RISK, COLLATERAL, FUNDING AND CAPITAL (HB)
COUNTERPARTY RISK AND FUNDING
COUNTERPARTY RISK AND FUNDING
COUNTERPARTY RISK AND FUNDING (HB)
CREDIT MODELS (HB)
CREDIT MODELS AND THE CRISIS
CREDIT MODELS AND THE CRISIS
CREDIT MODELS AND THE CRISIS
CREDIT MODELS AND THE CRISIS (PB)
CREDIT RISK FRONTIERS
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INTEREST RATE MODELS - THEORY AND PRACTICE (HB)
LIBOR MARKET MODELS AND SMILE (HB)
MODELLING INTEREST RATES (PB)

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