Description
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
Détails du livre
Format
Broché
Pages
740 pages
Langue
Anglais
Publié
Oct 19, 2010
Éditeur
Springer
Éditions
3 editions
ISBN-10
3642058981
ISBN-13
9783642058981