Springer Interest Rate Models - Theory and Practice (English, Special Edition, Damiano Brigo | Fabio Mercurio)

About the Book

When implementing mathematical models for pricing interest rate derivatives one must address a number of practical issues such as the choice of a satisfactory model, the calibration to market data, the implementation of efficient routines, and so on. This book explains how models work and how to implement them for concrete pricing. The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR mark…

Why You Should Read This Book

• Written by acclaimed author Damiano Brigo | Fabio Mercurio
• Published by Springer, a respected name in academic and professional publishing
• Covers the domain of Finance / General with depth and clarity
• Available in English — ideal for students, researchers, and professionals alike
• A trusted reference work that belongs on every serious reader's shelf

Product Details

This Special Edition of Interest Rate Models - Theory and Practice is published by Springer and carries ISBN-13 9783540221494. Packaged securely for delivery across India, this edition is ideal for personal libraries, classroom use, and professional reference.

Who Is This Book For?

Whether you are a student preparing for advanced coursework, a researcher deepening your expertise, or a professional staying current with the field, Interest Rate Models - Theory and Practice by Damiano Brigo | Fabio Mercurio is an excellent choice. Order your copy today from BookBajar and enjoy free shipping with Cash on Delivery available across India.