Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
by Damiano Brigo, Fabio Mercurio
A detailed guide to interest rate models, addressing theory, market practice, volatility smiles, inflation, and credit risk within the Springer Finance series.
About This Book
This book presents advanced models for interest rate dynamics used in quantitative finance.
It covers both theoretical foundations and practical implementation for pricing and risk management.
Topics include smile modeling, inflation-linked instruments, and credit risk integration.
The text is designed for practitioners and researchers working with fixed-income derivatives.
Reviews
No reviews yet. Be the first to review this book!