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

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Bibliographic Details
Main Author: Brigo, Damiano, 1966-
Corporate Author: SpringerLink (Online service)
Other Authors: Mercurio, Fabio, 1966-
Format: eBook
Language:English
Published: Berlin ; New York : Springer, 2006.
Edition:2nd ed.
Series:Springer finance.
Subjects:
Derivative securities > Prices > Mathematical models.
Interest rates > Mathematical models.
Instruments dérivés (Finances) > Prix > Modèles mathématiques.
Taux d'intérêt > Modèles mathématiques.
Electronic books.
Online Access:Connect to the full text of this electronic book
Publisher description
Description
Item Description:Electronic resource.
Physical Description:liv, 981 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [951]-966) and index.
ISBN:354034604X
9783540346043
DOI:10.1007/3-540-34604-X