Interest rate modeling/ Leif B.G. Andersen and Vladimir V. Piterbarg.
Publication details: London; New York: Atlantic Financial Press, 2010.Edition: 1st hardcover edDescription: 3 volumes (1154 pages): illustrations; 24 cmISBN:- 9780984422104 (v. 1)
- 0984422102 (v. 1)
- 9780984422111 (v. 2)
- 0984422110 (v. 2)
- 9780984422128 (v. 3)
- 0984422129 (v. 3)
- 332.62 A544i
Contents:
V. 1. Foundations and vanilla models -- v. 2. Term structure models -- v. 3. Products and risk management
| Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode |
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.62 A544i 2010 IMPA (Browse shelf(Opens below)) | 1 | 1 | Available | 39063000668502 | |
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Books
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.62 A544i 2010 IMPA (Browse shelf(Opens below)) | 2 | 1 | Available | 39063000668510 | |
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Books
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.62 A544i 2010 IMPA (Browse shelf(Opens below)) | 3 | 1 | Available | 39063000668528 |
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| 332.60285 D727 1993 IMPA The double auction market: institutions, theories, and evidence/ | 332.60724 I47t 1987 IMPA Theory of financial decision making/ | 332.62 A544i 2010 IMPA Interest rate modeling/ | 332.62 A544i 2010 IMPA Interest rate modeling/ | 332.62 A544i 2010 IMPA Interest rate modeling/ | 332.63 N383i 2000 IMPA An introduction to the mathematics of financial derivatives/ | 332.63 N669p 1999 IMPA Pricing and hedging of derivative securities/ |
Includes bibliographical references and indexes.
V. 1. Foundations and vanilla models -- v. 2. Term structure models -- v. 3. Products and risk management
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