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Cover of Interest Rate Modeling. Volume 1

Interest Rate Modeling. Volume 1

Foundations and Vanilla Models

by Vladimir V. Piterbarg Leif B.G. Andersen

Atlantic Financial Press · 2010

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About this book

Published by Atlantic Financial Press in 2010, Interest Rate Modeling. Volume 1: Foundations and Vanilla Models by Vladimir V. Piterbarg Leif B.G.

The book deals with Mathematical models, Interest rate futures and Interest rates.

Book details

ISBN-13
9780984422104
Author
Vladimir V. Piterbarg Leif B.G. Andersen
Publisher
Atlantic Financial Press
Published
2010
Edition
1st hardcover ed.
Pages
403
Language
English
Condition
New
Subject
Science, Tech & Medical

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