All ebooks by Fabio Mercurio in PDF

1 Book(s)


Read sample Add to my wish list Interest Rate Models - Theory and Practice Damiano Brigo , Fabio Mercurio 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 swaptions interpolation technique and of the exogenous instantaneous... Publication date: 2007-09-26 Format: PDF Publisher: Springer Add to basket £119,50

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Interest Rate Models - Theory and Practice

Damiano Brigo , Fabio Mercurio

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 swaptions interpolation technique and of the exogenous instantaneous...

Publication date: 2007-09-26

Format: PDF

Publisher: Springer

Add to basket

£119,50

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