De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Interest Rate Models - Theory and Practice

- With Smile, Inflation and Credit

Bag om 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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540221494
  • Indbinding:
  • Hardback
  • Sideantal:
  • 982
  • Udgivet:
  • 2. august 2007
  • Udgave:
  • 2200632007
  • Størrelse:
  • 242x169x61 mm.
  • Vægt:
  • 1612 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af 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.

Brugerbedømmelser af Interest Rate Models - Theory and Practice



Find lignende bøger
Bogen Interest Rate Models - Theory and Practice findes i følgende kategorier: