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[(Interest Rate Modeling. Volume 1 : Foundations and Vanilla Models)] [By (author) Leif B G Andersen ] published on

Name: [(Interest Rate Modeling. Volume 1 : Foundations and Vanilla Models)] [By (author) Leif B G Andersen ] published on (February, 2010)
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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 February 6, 2010