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Interest rate models : theory and practice : with smile,inflation, and credit
[NT 42944] Record Type:
[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:
theory and practice : with smile,inflation, and credit
[NT 47261] Author:
BrigoDamiano, 1966-
[NT 47353] Alternative Intellectual Responsibility:
MercurioFabio, 1966-
[NT 47351] Place of Publication:
Berlin
[NT 47263] Published:
Springer;
[NT 47352] Year of Publication:
2006
[NT 50960] Edition:
2nd ed
[NT 47264] Description:
liv, 981 p.ill. : 24 cm ;
[NT 47298] Series:
Springer finance
[NT 47266] Subject:
Derivative securities - Prices -
[NT 47266] Subject:
Interest rates - Mathematical models -
[NT 50961] ISBN:
9783540221494
Interest rate models : theory and practice : with smile,inflation, and credit
Brigo, Damiano
Interest rate models
: theory and practice : with smile,inflation, and credit / Damiano Brigo, Fabio Mercurio - 2nd ed . - Berlin : Springer, 2006 . - liv, 981 p. ; ill. ; 24 cm . - (Springer finance ).
Includes bibliographical references (p. [951]-966) and index .
ISBN 9783540221494ISBN 3540221492
Derivative securitiesInterest rates -- Prices -- Mathematical models
Mercurio, Fabio
Interest rate models : theory and practice : with smile,inflation, and credit
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