Interest rate models-theory and practice : with smile, inflation and credit/
Brigo, Damiano.
Interest rate models-theory and practice : with smile, inflation and credit/ Damiano Brigo and Fabio Mercurio. - Berlin : Springer Finance, 2006. - 2nd ed. xxxiii. 981 p. : ill. : 24 cm.
Includes index.
Includes bibliographical references.
9783540221494 (hbk.)
Economics
Finance
Interest rates--mathematical models.
Interest rate models-theory and practice : with smile, inflation and credit/ Damiano Brigo and Fabio Mercurio. - Berlin : Springer Finance, 2006. - 2nd ed. xxxiii. 981 p. : ill. : 24 cm.
Includes index.
Includes bibliographical references.
9783540221494 (hbk.)
Economics
Finance
Interest rates--mathematical models.