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-Theory and Practice: With Smile, to cart. £99.48, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 2006 by Springer.
Add this copy of Interest Rate Models - Theory and Practice: With Smile, to cart. £120.24, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2006 by Springer.
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Seller's Description:
New. Sewn binding. Paper over boards. 982 p. Contains: Tables, black & white. Springer Finance. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Interest Rate Models - Theory and Practice: With Smile, to cart. £120.45, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2016 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 2006 edition
Publisher:
Springer
Published:
2016
Language:
English
Alibris ID:
17445836827
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Seller's Description:
New. Trade paperback (US). Glued binding. 982 p. Contains: Unspecified, Tables, black & white. Springer Finance. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Interest Rate Models - Theory and Practice: With Smile, to cart. £120.46, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2016 by Springer.
Add this copy of Interest Rate Models - Theory and Practice: With Smile, to cart. £120.46, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2006 by Springer.
