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Product Description
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models (9780984422104): Leif B.G. Andersen, Vladimir V. Piterbarg: Books. The book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Danske Markets, CopenhagenThe authors bring their world-renowned knowledge to this important area of quantitative finance. This book is destined to become a classic. --Mark Broadie, Carson Family Professor of Business, Graduate School of Business, Columbia UniversityThe authors have done what others have not dared to try: a massively comprehensive treatise on fixed-income modeling. --Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University
Shipping Weight: 2 pounds
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