Interest rate models : theory and practice : with smile, inflation and credit
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outpu...
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| Hauptverfasser: | , , |
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| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Ausgabe: | 2nd ed. 2006. |
| Schriftenreihe: | Springer Finance
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| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
Description d'après consultation du 05 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Interest rate models, theory and practice, with smile, inflation and credit, Damiano Brigo, Fabio Mercurio, 2nd edition, 2006, Berlin, Springer, 1 vol. (LIV-981 p.), Springer finance, 3-540-22149-2 • Interest Rate Models - Theory and Practice, Texte imprimé, 9783540802099 • Interest rate models, theory and practice, with smile, inflation and credit, Damiano Brigo, Fabio Mercurio, 2nd edition, 2006, Berlin, Springer, 1 vol. (LIV-981 p.), Springer finance, 3-540-22149-2 • Interest Rate Models - Theory and Practice, Texte imprimé, 9783662517437 |