Editorial: 1 - 1 of 1, Interest Rate Models--Damiano Brigo, Fabio Mercurio

Editorial: 1 - 1 of 1, Interest Rate Models -- Damiano Brigo, Fabio Mercurio

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Interest Rate Models
Damiano Brigo, Fabio Mercurio

Editorials 1 - 1 of 1


1.	Book Description
	The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation... read full editorial

Editorials 1 - 1 of 1