Interest Rate Modeling. Volume 2: Term Structure Models
by Leif B G Andersen, Vladimir V Piterbarg
A detailed technical reference covering term structure models for interest rate derivatives, aimed at quantitative finance professionals and researchers.
About This Book
This volume focuses on term structure models used in interest rate modeling.
It provides detailed coverage of mathematical frameworks and implementation techniques for practitioners.
The text is intended for quantitative analysts and researchers working in fixed income markets.
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