Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Damiano Brigo; Fabio Mercurio
| Year of publication: |
2006 ; 2. ed.
|
|---|---|
| Authors: | Brigo, Damiano ; Mercurio, Fabio |
| Publisher: |
Berlin : Springer |
| Subject: | Zinsderivat | Interest rate derivative | Zins | Interest rate | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Indexbindung | Indexation | Theorie | Theory | Zinsstrukturtheorie | Stochastisches Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [digitale-objekte.hbz-nrw.de] ; Description [digitale-objekte.hbz-nrw.de] |
Online-Ausg.:
Brigo, Damiano. Interest Rate Models — Theory and Practice, Second Edition. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2006. - Online-Ressource (digital)
Persistent link: https://www.econbiz.de/10002116360