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Leif B. G. Andersen og Vladimir V. Piterbarg

Bøger af Leif B. G. Andersen og Vladimir V. Piterbarg

'Interest Rate Modeling. Volume 2'
'Interest Rate Modeling. Volume 2'

Bog | Engelsk

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans,

'Interest Rate Modeling. Volume 1'
'Interest Rate Modeling. Volume 1'

Bog | Engelsk

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans,