Descripción
A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling Includes a new chapter devoted to volatility risk The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models
Detalles del libro
Formato
Tapa blanda
Páginas
740 páginas
Idioma
Inglés
Publicado
Oct 19, 2010
Editorial
Springer
Ediciones
3 editions
ISBN-10
3642058981
ISBN-13
9783642058981