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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
added by jazzman on October 30, 2006 9:06 AM
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 sw...
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
added by maxmill on November 5, 2006 11:10 PM
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 sw...
