Fabio Mercurio – författare
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5 produkter
Interest Rate Models - Theory and Practice
With Smile, Inflation and Credit
Av Damiano Brigo, Fabio Mercurio
Inbunden, 2006
1573 kr
Lägg i varukorg
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
Interest Rate Models - Theory and Practice
With Smile, Inflation and Credit
Av Fabio Mercurio, Damiano Brigo
E-bok, 2007
1948 kr
Lägg i varukorg
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
Interest Rate Models Theory and Practice
Av Fabio Mercurio, Damiano Brigo
E-bok, 2013
1174 kr
Lägg i varukorg
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
Interest Rate Models - Theory and Practice
With Smile, Inflation and Credit
Av Damiano Brigo, Fabio Mercurio
Häftad, 2016
1527 kr
Lägg i varukorg
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
