Brigo, Damiano.

Interest Rate Models : Theory and Practice: With Smile, Inflation and Credit [electronic resource] / by Damiano Brigo, Fabio Mercurio. - Second Edition. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006. - liv, 981 p. : ill., digital ; 24 cm. - Springer Finance .



9783540346043 (electronic bk.) 9783540221494 (paper)


Interest rates--Mathematical models.
Derivative securities--Prices--Mathematical models.

HB539 / .B785 2006

332.82015118