[share_ebook] Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Description

• ISBN: 3540221492
• Pages: 981

The 2nd edition of this sucessful 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 swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of histo . . .

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1. Ebooks list page : 2281
2. Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
3. Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
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