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  • - With Smile, Inflation and Credit
    af Damiano Brigo & Fabio Mercurio
    1.582,95 - 1.585,95 kr.

    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.