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

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

Bibliografische gegevens
Hoofdauteur: Brigo, Damiano 1966-
Andere auteurs: Mercurio, Fabio 1966-
Formaat: Boek
Taal:English
Gepubliceerd in: Berlin Springer 2006.
Editie:2nd ed.
Reeks:Springer finance
Onderwerpen:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.