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

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

Manylion Llyfryddiaeth
Prif Awdur: Brigo, Damiano 1966-
Awduron Eraill: Mercurio, Fabio 1966-
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Berlin Springer 2006.
Rhifyn:2nd ed.
Cyfres:Springer finance
Pynciau:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.