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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
Оригинал издан: 2006

«Interest Rate Models — Theory and Practice: With Smile, Inflation and Credit»книга 2006 года.

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«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…»

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