Table of contents for all three volumes (full details at andersen-piterbarg-book.com)Volume I. Foundations and Vanilla ModelsΒ Β Β Β Β Part I. Foundations Introduction toΒ Arbitrage Pricing Theory Finite Difference MethodsMonte Carlo MethodsFundamentals of Interest Rate ModellingFixed Income InstrumentsΒ
Interest Rate Modeling. Volume 2: Term Structure Models
β Scribed by Leif B.G. Andersen, Vladimir V. Piterbarg
- Publisher
- Atlantic Financial Press
- Year
- 2010
- Tongue
- English
- Leaves
- 376
- Category
- Library
No coin nor oath required. For personal study only.
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