Brigo, Damiano,  1966- <br/><br/>
Interest rate models :  theory and practice / 
Damiano Brigo, Fabio Mercurio. 
 - Berlin :  Springer,  2001. 
 - xxxv, 518 p. :  ill. ;  24 cm. 
 - Springer finance .
<br/><br/> Buku bacaan asas fakulti. 
<br/><br/>Includes bibliographical references (p. [501]-508) and index. 
<br/><br/><label>ISBN: </label>3540417729 (alk. paper)  RM240.08 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Interest rates--Mathematical models.<br/>Derivative securities--Prices--Mathematical models.