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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit - Brigo, Damiano, Dr., and Mercurio, Fabio
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This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit 2016, Springer, Berlin, Heidelberg

ISBN-13: 9783662517437

2nd Softcover Reprint of the Original 2nd 2006 edition

Trade paperback

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit 2006, Springer, Berlin, Heidelberg

ISBN-13: 9783540221494

2nd 2006

Hardcover