Interest rate modeling /
Andersen, Leif B. G.
Interest rate modeling / Leif B.G. Andersen and Vladimir V. Piterbarg. - 1a. ed. - London ; New York : Atlantic Financial Press, c2010. - 3 v. (1156 p.) : il. ; 24 cm.
Incluye referencias bibliográficas e índice.
v.1 Foundations and vanilla models -- v.2 Term structure models -- v.3 Products and risk management.
9780984422104 (v.1) 9780984422111 (v.2) 9780984422128 (v.3)
Matemática finaciera.
Interest rate modeling / Leif B.G. Andersen and Vladimir V. Piterbarg. - 1a. ed. - London ; New York : Atlantic Financial Press, c2010. - 3 v. (1156 p.) : il. ; 24 cm.
Incluye referencias bibliográficas e índice.
v.1 Foundations and vanilla models -- v.2 Term structure models -- v.3 Products and risk management.
9780984422104 (v.1) 9780984422111 (v.2) 9780984422128 (v.3)
Matemática finaciera.