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

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

Détails bibliographiques
Auteur principal: Brigo, Damiano 1966-
Autres auteurs: Mercurio, Fabio 1966-
Format: Livre
Langue:English
Publié: Berlin Springer 2006.
Édition:2nd ed.
Collection:Springer finance
Sujets:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.