storiet v.2

theme

voice

language

sign in
Cover of Interest rate models

a novel ·

Interest rate models

by

This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

start reading + shelf
  • ● 74% match for you

the long version

This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

M

Margaret's verdict

"This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on …"

— Margaret

highlights

what readers held onto

No highlights yet. Be the first.

discussion

what readers said

No reviews yet. Finish it; tell us what you found.