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

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

Bibliographische Detailangaben
1. Verfasser: Brigo, Damiano 1966-
Weitere Verfasser: Mercurio, Fabio 1966-
Format: Buch
Sprache:English
Veröffentlicht: Berlin Springer 2006.
Ausgabe:2nd ed.
Schriftenreihe:Springer finance
Schlagworte:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.