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] |
| Extent: | LIV, 981 S. graph. Darst. 235 mm x 155 mm, 920 gr. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| ISBN: | 3-540-22149-2 ; 978-3-540-22149-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002116360