Interest rate models theory and practice : with smile, inflation, and credit Damiano Brigo, Fabio Mercurio.
By: Brigo, Damiano
.
Contributor(s): Mercurio, Fabio.
Series: Springer finance.Berlin New York Springer 2006Edition: 2 ed.Description: liv, 981 páginas ilustrado, figuras, tablas 24 cm.ISBN: 3540221492.Subject(s): Interest rates -- Mathematical models | Derivative securities -- Prices -- Mathematical models | Tasa de interés -- Modelos matemáticos | Valor derivado -- Precios -- Modelos matemáticosDDC classification: 332.82
Contents:
SpringerLink ebooks - Mathematics and Statistics (2006)
Basic definitions and no arbitrage -- From short rate models to HJM -- Market models -- The volatility smile -- Examples of market payoffs -- Inflation -- Credit -- Appendices
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.82 / B856i (Browse shelf) | Ej.1 | Available | 8000022226 |
Total holds: 0
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
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