Interest Rate Models - Theory and Practice
Subtitle: With Smile, Inflation and Credit (Springer Finance)
Edition: 2nd ed. Corr. 3rd printing edition
Publisher: Springer
Published: August 2007
Language: eng
Format: Hardcover
Number of pages: 981
ISBN-13: 9783540221494
Subjects: Science/Mathematics; Group Theory; Business & Economics; Business / Economics / Finance; Business/Economics; Statistics; Finance; Probability & Statistics - General; Business & Economics / Finance; JEL classification: G12, G13, E43; MSC (2000): 60H10, 60H35, 62P05, 65C05, 65C20, 90A09; calibration; pricing; stochastic calculus; Forecasting; Derivative securities; Interest rates; Mathematical models; Prices
First sentence: The concept of interest rate belongs to our every-day life and has entered our minds as something familiar we know how to deal with.