Interest Rate Models — Theory and Practice: With Smile, Inflation and Credit (книга)
Interest Rate Models — Theory and Practice: With Smile, Inflation and Credit | |
Автор: | Damiano Brigo Fabio Mercurio |
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Оригинал издан: | 2006 |
«Interest Rate Models — Theory and Practice: With Smile, Inflation and Credit» — книга 2006 года.
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От издателя
«Interest Rate Models Theory and Practice In implementing mathematical models for pricing interest rate derivatives one has to address a number of practical issues such as the choice of a satisfactory model, the calibration to market data, the…»