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

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

Bibliographic Details
Main Author: Brigo, Damiano 1966-
Other Authors: Mercurio, Fabio 1966-
Format: Book
Language:English
Published: Berlin Springer 2006.
Edition:2nd ed.
Series:Springer finance
Subjects:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.