Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
by Damiano Brigo, Fabio Mercurio
Interest Rate Models - Theory and Practice explores financial modeling with attention to both theoretical foundations and practical applications. The book covers interest rates alongside key topics identified in its subtitle: smile, inflation, and credit, making it a focused reference in quantitative finance.
About This Book
Interest Rate Models - Theory and Practice presents a focused treatment of interest rate modeling in a finance context.
The book brings together theoretical and practical perspectives on models used to study interest rates.
Its scope includes smile phenomena, inflation, and credit, as indicated by the subtitle.
Written by Damiano Brigo and Fabio Mercurio, it is published as part of the Springer Finance series.
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