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

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

Bibliografiske detaljer
Hovedforfatter: Brigo, Damiano 1966-
Andre forfattere: Mercurio, Fabio 1966-
Format: Bog
Sprog:English
Udgivet: Berlin Springer 2006.
Udgivelse:2nd ed.
Serier:Springer finance
Fag:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.