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Interest Rate Modeling. Volume 2: Term Structure Models by Leif B. G. Andersen (17-Aug-2010) Hardcover

Name: Interest Rate Modeling. Volume 2: Term Structure Models by Leif B. G. Andersen (17-Aug-2010) Hardcover
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Leif B.G. Andersen

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Table of contents for all three volumes (full details at andersen-piterbarg-book.com)Volume I. Foundations and Vanilla Models Part I. Foundations Part II. Vanilla ModelsVolume II. Term Structure Models Part III. Term Structure ModelsVolume III. Products and Risk Management Part IV. Products Part V. Risk management Appendix

GenresFinance

Hardcover

First published August 17, 2010