Interest Rate Models - Theory and Practice

by F. Mercurio, Damiano Brigo, F. Mercurio Damiano Brigo,D. Brigo

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 3540417729
• ISBN13: 9783540417729
• Release Date: January 2001
• Publisher: Springer
• Length: 518 Pages
• Weight: 2.00 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"