Cargando…
Interest rate models — theory and practice: with smile, inflation and credit
Autores principales: | Brigo, Damiano, Mercurio, Fabio |
---|---|
Lenguaje: | eng |
Publicado: |
Springer
2006
|
Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-540-34604-3 http://cds.cern.ch/record/1638286 |
Ejemplares similares
-
Interest rate models theory and practice
por: Brigo, Damiano, et al.
Publicado: (2001) -
Credit risk pricing models: theory and practice
por: Schmid, Bernd
Publicado: (2004) -
Applications of Fourier Transform to Smile Modeling: Theory and Implementation
por: Zhu, Jianwei
Publicado: (2010) -
Credit risk modeling, valuation and hedging
por: Bielecki, Tomasz R, et al.
Publicado: (2004) -
Credit risk valuation: methods, models, and applications
por: Ammann, Manuel
Publicado: (2001)