Brigo, Damiano 1966-
Interest rate models theory and practice : with smile, inflation, and credit Damiano Brigo, Fabio Mercurio. - 2 ed. - liv, 981 páginas ilustrado, figuras, tablas 24 cm. - Springer finance .
Incluye referencias bibliográficas(p. [951]-966) e índice.
Basic definitions and no arbitrage -- From short rate models to HJM -- Market models -- The volatility smile -- Examples of market payoffs -- Inflation -- Credit -- Appendices
3540221492 = Interest rate models
Interest rates--Mathematical models.
Derivative securities--Prices--Mathematical models.
Tasa de interés--Modelos matemáticos
Valor derivado--Precios--Modelos matemáticos
332.82 / B856i
Interest rate models theory and practice : with smile, inflation, and credit Damiano Brigo, Fabio Mercurio. - 2 ed. - liv, 981 páginas ilustrado, figuras, tablas 24 cm. - Springer finance .
Incluye referencias bibliográficas(p. [951]-966) e índice.
Basic definitions and no arbitrage -- From short rate models to HJM -- Market models -- The volatility smile -- Examples of market payoffs -- Inflation -- Credit -- Appendices
3540221492 = Interest rate models
Interest rates--Mathematical models.
Derivative securities--Prices--Mathematical models.
Tasa de interés--Modelos matemáticos
Valor derivado--Precios--Modelos matemáticos
332.82 / B856i