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

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

Detalles Bibliográficos
Autor Principal: Brigo, Damiano 1966-
Outros autores: Mercurio, Fabio 1966-
Formato: Libro
Idioma:English
Publicado: Berlin Springer 2006.
Edición:2nd ed.
Series:Springer finance
Subjects:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.