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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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.
Read Less
Add this copy of Interest Rate Models to cart. £81.86, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 2001 by Springer.
Add this copy of Interest Rate Models to cart. £85.04, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2001 by Springer.
Add this copy of Interest Rate Models-Theory and Practice (Springer to cart. £111.95, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2001 by Springer.
Add this copy of Interest Rate Models to cart. £154.99, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2001 by Springer.
