Buy New

Sign in to turn on 1-Click ordering.
Buy Used
Used - Like New See details
Price: £51.72

Trade in Yours
For a £21.39 Gift Card
Trade in
More Buying Choices
Have one to sell? Sell yours here
Tell the Publisher!
I’d like to read this book on Kindle

Don't have a Kindle? Get your Kindle here, or download a FREE Kindle Reading App.

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) [Hardcover]

Damiano Brigo , Fabio Mercurio
4.5 out of 5 stars  See all reviews (2 customer reviews)
Price: £62.99 Eligible for FREE UK Delivery Details
o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o
Only 2 left in stock (more on the way).
Dispatched from and sold by Amazon. Gift-wrap available.
‹  Return to Product Overview

Inside This Book

(Learn More)
First Sentence
The concept of interest rate belongs to our every-day life and has entered our minds as something familiar we know how to deal with. Read the first page
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index
Search inside this book:

Concordance (Learn More)
These are the most frequently used words in this book.
above  analytical  approximation  assume  based  between  bond  calibration  cap  caplet  carlo  case  cds  change  chapter  consider  constant  correlation  corresponding  curve  data  default  denote  derivatives  different  distribution  dt  dynamics  example  exp  expectation  fact  factors  first  following  follows  formula  forward  function  general  given  however  implied  indeed  initial  instantaneous  intensity  interest  let  lfm  libor  market  matrix  maturity  may  measure  model  monte  need  notice  now  obtain  obtained  option  parameters  particular  payment  payoff  point  positive  possible  price  pricing  probability  process  rate  results  second  section  see  set  since  standard  stochastic  structure  swap  swaption  table  term  tests  therefore  thus  ti  time  two  used  value  volatility  year  zero 
‹  Return to Product Overview