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

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

Библиографические подробности
Главный автор: Brigo, Damiano 1966-
Другие авторы: Mercurio, Fabio 1966-
Формат: ‌
Язык:English
Опубликовано: Berlin Springer 2006.
Редактирование:2nd ed.
Серии:Springer finance
Предметы:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.