Interest rate modeling

Interest rate modeling

by Andersen, Leif B. G.

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Title Statements

  • Full title :Interest rate modeling / Leif B.G. Andersen and Vladimir V. Piterbarg.

Edition Statements

  • Publication Date:©2010
  • Edition:1st hardcover ed

Publication Statements

The Physical Object

  • Description:3 volúmenes (1154 páginas) : ilustraciones, diagramas y gráficas : 24 cm

Edition Identifiers

  • ISBN:0984422102, 0984422110, 0984422129, 9780984422104, 9780984422111, 9780984422128
  • oclc:on1344836285
  • LC Classification:HG6024.5
  • Dewey Decimal:332.80151

Subjects

Futuros en tasas de interés -- Modelos … Método de Montecarlo Tasas de interés -- Modelos matemáticos Teoría de la aproximación

Writers

Andersen, Leif B. G. Piterbarg, Vladimir V.

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  • Interest Rate Modeling. Volume 3: Products and Ri…

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  • Interest Rate Modeling. Volume 2: Term Structure …

    DJVU · 8.9 MB · updated
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  • Interest Rate Modeling. Volume 1: Foundations and…

    DJVU · 12.1 MB · updated
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  • Interest Rate Modeling. Volume 3: Products and Ri…

    DJVU · 10.1 MB · updated
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  • Interest Rate Modeling. Volume 2: Term Structure …

    DJVU · 9.7 MB · updated
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  • Interest Rate Modeling. Volume 1: Foundations and…

    DJVU · 13.2 MB · updated
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  • Interest Rate Modeling. Volume 3: Products and Ri…

    DJVU · 11.4 MB · updated
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