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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-
Other Authors: Mercurio, Fabio, 1966-
Format: Book
Language:English
Published: Berlin ; New York : Springer, 2006.
Edition:2nd ed.
Series:Springer finance.
Subjects:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.
Taux d'intérêt > Modèles mathématiques.
Instruments dérivés (Finances) > Prix > Modèles mathématiques.
Online Access:Publisher description
Description
Physical Description:liv, 981 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages 951-966) and index.
ISBN:3540221492
9783540221494