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

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

Bibliografiska uppgifter
Huvudupphovsman: Brigo, Damiano 1966-
Övriga upphovsmän: Mercurio, Fabio 1966-
Materialtyp: Bok
Språk:English
Publicerad: Berlin Springer 2006.
Upplaga:2nd ed.
Serie:Springer finance
Ämnen:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.