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Modelling Interest Rates: Advances in Derivatives Pricing - Fabio Mercurio (ed)
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Modelling Interest Rates: Advances in Derivatives Pricing - Fabio Mercurio (ed)
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Modelling Interest Rates: Advances in Derivatives Pricing - Fabio Mercurio (ed)

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    Last updated on Jul 11, 2025 11:05:57 EDTView all revisionsView all revisions

    Item specifics

    Condition
    Like New: A book that looks new but has been read. Cover has no visible wear, and the dust jacket ...
    Book Title
    Modelling Interest Rates: Advances in Derivatives Pricing
    Genre
    Investment & securities
    ISBN
    9781906348137

    About this product

    Product Information

    Modelling Interest Rates is an invaluable aid to researchers who aim to get acquainted with the new trends in the interest rate models and to practitioners with a need to use increasingly sophisticated tools to price exotic claims consistently with the information on the underlying variables that is provided by the market in terms of plain vanilla quotes. This book will be essential reading for: Interest rate modellers; Risk managers; Risk modellers; Interest rate analysts; Derivatives traders; and, Pricing managers.

    Product Identifiers

    Publisher
    Risk Books
    ISBN-13
    9781906348137
    eBay Product ID (ePID)
    21046650020

    Product Key Features

    Subject
    Finance
    Publication Year
    2009
    Number of Pages
    308 Pages
    Publication Name
    Modelling Interest Rates: Advances in Derivatives Pricing
    Language
    English
    Type
    Textbook
    Author
    Fabio Mercurio
    Format
    Paperback

    Additional Product Features

    Country/Region of Manufacture
    United Kingdom
    Editor
    Fabio Mercurio

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