Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
by Damiano Brigo, Fabio Mercurio
An in-depth guide to interest rate modeling that blends rigorous theory with real-world applications in finance, including volatility, inflation, and credit considerations.
About This Book
This book presents advanced mathematical frameworks for modeling interest rates in financial markets.
It addresses both theoretical foundations and practical implementation challenges faced by quantitative analysts.
Topics include volatility smiles, inflation-linked instruments, and credit risk integration.
The text serves as a technical resource for professionals working in fixed income and derivatives.
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