PDE Valuation of Interest Rate Derivatives: From Theory To Implementation

By Peter Kohl-Landgraf

The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the ever increasing complexity of interest rate products, the high... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3833495375
• ISBN13: 9783833495373
• Release Date: September 2007
• Publisher: Bod - Books on Demand
• Length: 222 Pages
• Weight: 0.59 lbs.
• Dimensions: 0.5" x 5.8" x 8.3"