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Interest Rate Modeling by Leif B. G. Andersen and Vladimir V. Piterbarg (2010, Hardcover)
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Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance.
- Buy it nowInterest Rate Modeling. Volume 2: Term Structure Models by Andersen, Leif B. G.
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About this product
Product Identifiers
PublisherAtlantic Financial Press
ISBN-100984422110
ISBN-139780984422111
eBay Product ID (ePID)93001029
Product Key Features
Book TitleInterest Rate Modeling
Publication Year2010
TopicInvestments & Securities / Futures, Applied, Business Mathematics, Investments & Securities / General
Number of PagesXxxiii, 408 Pages
LanguageEnglish
IllustratorYes
GenreBusiness & Economics, Mathematics
AuthorLeif B. G. Andersen, Vladimir V. Piterbarg
FormatHardcover
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