Interest Rate Models β€” Theory and Practice With Smile, Inflation and Credit

Interest Rate Models β Theory and Practice With Smile, Inflation and Credit

Bibliographic Details
Main Author:	Brigo, Damiano
Other Authors:	Mercurio, Fabio
Format:	Electronic Kit Book
Language:	English
Published:	Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2006
Edition:	Second Edition
Series:	Springer Finance
Subjects:	Economics > Statistics Distribution (Probability theory) Finance Mathematics Statistics for Business/Economics/Mathematical Finance/Insurance Probability Theory and Stochastic Processes Quantitative Finance
Online Access:	http://dx.doi.org/10.1007/3-540-34604-X

Similar Items

A Benchmark Approach to Quantitative Finance
by: Platen, Eckhard
Published: (2006)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
by: Platen, Eckhard
Published: (2010)

Mathematics of Financial Markets
by: Elliott, Robert J.
Published: (2005)

Martingale Methods in Financial Modelling
by: Musiela, Marek
Published: (2005)

Introduction to Stochastic Calculus for Finance A New Didactic Approach
by: Sondermann, Dieter
Published: (2006)

Markets with Transaction Costs Mathematical Theory
by: Kabanov, Yuri
Published: (2010)

Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae
by: Profeta, Cristophe
Published: (2010)

Introduction to Stochastic Integration
by: Kuo, Hui-Hsiung, 1941-
Published: (2006)

Introductory Lectures on Fluctuations of LΓ©vy Processes with Applications
by: Kyprianou, Andreas E.
Published: (2006)

Non-Life Insurance Pricing with Generalized Linear Models
by: Ohlsson, EsbjΓΆrn
Published: (2010)

Semiparametric Modeling of Implied Volatility
by: Fengler, Matthias R.
Published: (2005)

A Course in Credibility Theory and its Applications
by: Buhlmann, Hans
Published: (2005)

Point Process Theory and Applications Marked Point and Piecewise Deterministic Processes
by: Jacobsen, Martin
Published: (2006)

Statistical Tools for Finance and Insurance
by: ΔΓΕek, Pavel
Published: (2005)

Estimation in Conditionally Heteroscedastic Time Series Models
by: Straumann, Daniel
Published: (2005)

Extreme Financial Risks From Dependence to Risk Management
by: Malevergne, Yannick
Published: (2006)

Financial Modeling Under Non-Gaussian Distributions
by: Jondeau, Eric
Published: (2007)

Probability and Statistical Models Foundations for Problems in Reliability and Financial Mathematics
by: Gupta, Arjun K
Published: (2010)

Binomial Models in Finance
by: Hoek, John
Published: (2006)

Selected Works of C.C. Heyde
by: Maller, Ross
Published: (2010)

Statistics of Financial Markets Exercises and Solutions
by: Borak, Szymon
Published: (2010)

Introduction to Modern Portfolio Optimization With NUOPT and S-PLUS
by: Scherer, Bernd
Published: (2005)

Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice
by: Schulmerich, Marcus
Published: (2010)

Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice
by: Schulmerich, Marcus
Published: (2005)

A Course in Derivative Securities Introduction to Theory and Computation
by: Back, Kerry
Published: (2005)

Copula Theory and Its Applications Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
by: Jaworski, Piotr
Published: (2010)

Decision Systems and Nonstochastic Randomness
by: Ivanenko, V. I
Published: (2010)

Mathematical and Statistical Methods for Actuarial Sciences and Finance
by: Corazza, Marco
Published: (2010)

by: Zivot, Eric
Published: (2006)

Lagrangian Probability Distributions
by: Consul, Prem C.
Published: (2006)

Data Analysis and Classification Proceedings of the 6th Conference of the Classification and Data Analysis Group of the SocietΓ Italiana di Statistica
by: Palumbo, Francesco
Published: (2010)

The Mathematics of Arbitrage
by: Delbaen, Freddy
Published: (2006)

In Memoriam Paul-AndrΓ© Meyer SΓ©minaire de ProbabilitΓ©s XXXIX
by: Γmery, Michel
Published: (2006)

Progress in Industrial Mathematics at ECMI 2004
by: Bucchianico, A.
Published: (2006)

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
by: Dagum, Estela Bee
Published: (2006)

Theory of Random Sets
by: Molchanov, Ilya
Published: (2005)

Probabilistic Symmetries and Invariance Principles
by: Kallenberg, Olav
Published: (2005)

Non-negative Matrices and Markov Chains
by: Seneta, E. 1941- (Eugene)
Published: (2006)

Dependence in Probability and Statistics
by: Bertail, Patrice
Published: (2006)

Probability: A Graduate Course
Published: (2005)

Βιβλιοθήκη & Κέντρο Πληροφόρησης | Πανεπιστήμιο Πατρών