Interest rate modelsDamiano Brigo
Interest rate models
Damiano Brigo, Fabio Mercurio · 2001
איפה לקנות
בדקו את המחיר העדכני באמזון. אנחנו לא מציגים מחירים כי הם משתנים מדי יום.
לצפייה באמזוןקישור שותפים. בתור שותפים של Amazon אנחנו מרוויחים מרכישות מתאימות.
על הספר
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.
פרטי הספר
- שנה
- 2001
- שפה
- English
- הוצאה
- Springer
- מהדורות
- 1
- עמודים
- 518
- ISBN
- 9783540417729
מקור הנתונים: Wikidata
עוד של Damiano Brigo
Interest Rate Models - Theory and PracticeDamiano Brigo
Interest Rate Models - Theory and Practice
Damiano Brigo · 2013
CREDIT MODELS AND THE CRISISDamiano Brigo
CREDIT MODELS AND THE CRISIS
Damiano Brigo · 2010
Interest rate modelsDamiano Brigo
Interest rate models
Damiano Brigo · 2007
Counterparty Credit Risk, Collateral, Funding and CapitalDamiano Brigo
Counterparty Credit Risk, Collateral, Funding and Capital
Damiano Brigo · 2017
Counterparty Credit Risk, Collateral and FundingDamiano Brigo
Counterparty Credit Risk, Collateral and Funding
Damiano Brigo · 2013
Credit Models and the CrisisDamiano Brigo
Credit Models and the Crisis
Damiano Brigo · 2010
Credit ModelsDamiano Brigo
Credit Models
Damiano Brigo · 2007
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)Damiano Brigo
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
Damiano Brigo · 2007