LIBROS DEL AUTOR: fabio mercurio

2 resultados para LIBROS DEL AUTOR: fabio mercurio

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  • Interest Rate Models - Theory and Practice
    Damiano Brigo / Fabio Mercurio
    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 swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matri...
    Disponible

    167,25 €

  • Interest Rate Models Theory and Practice
    Damiano Brigo / Fabio Mercurio
    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 swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matri...
    Disponible

    46,57 €