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Springer Finance Ser.: Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit by Damiano Brigo and Fabio Mercurio (2016, Trade Paperback)
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ISBN-13: 9783662517437, 978-3662517437. The 2nd edition of this successful book has several new features. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.
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About this product
Product Identifiers
PublisherSpringer Berlin / Heidelberg
ISBN-103662517434
ISBN-139783662517437
eBay Product ID (ePID)24046658151
Product Key Features
Number of PagesLvi, 982 Pages
Publication NameInterest Rate Models-Theory and Practice : with Smile, Inflation and Credit
LanguageEnglish
SubjectInterest, Investments & Securities / Derivatives, Probability & Statistics / General, Statistics, Applied
Publication Year2016
TypeTextbook
Subject AreaBusiness & Economics, Mathematics
AuthorDamiano Brigo, Fabio Mercurio
SeriesSpringer Finance Ser.
FormatTrade Paperback
Dimensions
Item Height2 in
Item Weight55.1 oz.
Item Length9.2 in
Item Width6.1 in
Additional Product Features
Edition Number2
Intended AudienceTrade
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