Interest Rate Models-Theory and Practice With Smile, Inflation and Credit 2nd Edition
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Interest Rate Models-Theory and Practice With Smile, Inflation and Credit 2nd Edition
Avis (4)
1 Janvier 2013Very good and useful book.
The most useful book about complex interest rate products.
18 Septembre 2011Great book
I really, really like this book.
7 Juillet 2011Extremely detailed
The modeling of interest rates is now a multi-million dollar business, and this is likely to grow in the years ahead as worries about quantitative easing, government budgets, housing markets, and corporate borrowing have shown no sign of abatement.
13 Décembre 2010aTrader
This is probably one of the best IR model books out there by the time it was published .