Interest rate models theory and practice : with smile, inflation, and credit

Interest rate models theory and practice : with smile, inflation, and credit

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Bibliographic Details
Main Author: Brigo, Damiano 1966-
Other Authors: Mercurio, Fabio 1966-
Format: Book
Published: Berlin Springer 2006
Edition:2nd ed
Series:Springer finance
Subjects:
Derivative securities > Prices > Mathematical models
Interest rates > Mathematical models
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:liv, 981 p. ill. 24 cm
Bibliography:Includes bibliographical references (p. [951]-966) and index
ISBN:3540221492 (hardcover : alk. paper)
9783540221494

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