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Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
by
Leif B G Andersen, Vladimir V Piterbarg
ISBN-13: 9780984422104
ISBN-10: 0984422102
Edition: Illustrated
Publication date: 2010
Publisher:
Atlantic Financial Press
Format:
Hardcover
492 pages
Interest Rate Modeling. Volume 2: Term Structure Models
by
Leif B G Andersen, Vladimir V Piterbarg
ISBN-13: 9780984422111
ISBN-10: 0984422110
Edition: Illustrated
Publication date: 2010
Publisher:
Atlantic Financial Press
Format:
Hardcover
376 pages
Interest Rate Modeling. Volume 3: Products and Risk Management
by
Leif B G Andersen, Vladimir V Piterbarg
ISBN-13: 9780984422128
ISBN-10: 0984422129
Edition: Illustrated
Publication date: 2010
Publisher:
Atlantic Financial Press
Format:
Hardcover
548 pages