Interest Rate Modeling. Volume 3 (English, Leif B. G. Andersen | Vladimir V. Piterbarg)
by Leif B. G. Andersen | Vladimir V. Piterbarg
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About the Book
The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industri…
ISBN: 9780984422128
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