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Interest Rate Models - Theory and Practice

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783662517437
  • Indbinding:
  • Paperback
  • Sideantal:
  • 982
  • Udgivet:
  • 23. oktober 2016
  • Udgave:
  • 22006
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 1561 g.
  • 8-11 hverdage.
  • 10. december 2024
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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.

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