Title: Interest rate models
Description: 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.
Subjects: Modèles mathématiques, Taux d'intérêt, Taux intérêt, Options (finances), Évaluation option, Volatilité, Modélisation financière, Fixation prix, Mathématiques économiques, Mathématique financière, Marché financier, Marchés à terme de taux d'intérêt, Interest rates, Mathematical models, Derivative securities, Prices