𝔖 Scriptorium
✦   LIBER   ✦
📁

Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

✍ Scribed by Leif B.G. Andersen, Vladimir V. Piterbarg

Publisher
Atlantic Financial Press
Year
2010
Tongue
English
Leaves
403
Category
Library
⬇  Acquire This Volume

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Interest Rate Modeling. Volume 1: Founda
📁 Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
✍ Leif B.G. Andersen, Vladimir V. Piterbarg 📂 Library 📅 2010 🏛 Atlantic Financial Press 🌐 English

Table of contents for all three volumes (full details at andersen-piterbarg-book.com)Volume I. Foundations and Vanilla Models      Part I. Foundations Introduction to Arbitrage Pricing Theory Finite Difference MethodsMonte Carlo MethodsFundamentals of Interest Rate ModellingFixed Income Instruments 

Interest Rate Modeling (Volumes 1, 2, 3)
📁 Interest Rate Modeling (Volumes 1, 2, 3)
✍ Andersen L.B.G., Piterbarg V.V. 📂 Library 🌐 English

Atlantic Financial Press – 2004, 1188 pages<br/>ISBN: 0984422102, 0984422110, 0984422129<div class="bb-sep"></div>The book is organized into three volumes, five parts (plus appendix), and 26 chapters:<div class="bb-sep"></div>Part I. Foundations <br/>Introduction to Arbitrage Pricing Theory <br/>Fin

Interest Rate Modeling. Volume 2: Term S
📁 Interest Rate Modeling. Volume 2: Term Structure Models
✍ Leif B.G. Andersen, Vladimir V. Piterbarg 📂 Library 📅 2010 🏛 Atlantic Financial Press 🌐 English

Table of contents for all three volumes (full details at andersen-piterbarg-book.com)Volume I. Foundations and Vanilla Models      Part I. Foundations Introduction to Arbitrage Pricing Theory Finite Difference MethodsMonte Carlo MethodsFundamentals of Interest Rate ModellingFixed Income Instruments 

Interest Rate Modeling. Volume 3: Produc
📁 Interest Rate Modeling. Volume 3: Products and Risk Management
✍ Leif B.G. Andersen, Vladimir V. Piterbarg 📂 Library 📅 2010'', 🏛 Atlantic Financial Press 🌐 English

Table of contents for all three volumes (full details at andersen-piterbarg-book.com)Volume I. Foundations and Vanilla Models      Part I. Foundations Introduction to Arbitrage Pricing Theory Finite Difference MethodsMonte Carlo MethodsFundamentals of Interest Rate ModellingFixed Income Instruments