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

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

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Brigo, Damiano 1966-
Rannpháirtithe: Mercurio, Fabio 1966-
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Berlin Springer 2006.
Eagrán:2nd ed.
Sraith:Springer finance
Ábhair:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.