Brigo, Damiano. <br/><br/>
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. 
<br/><br/> Includes index. 
<br/><br/>Includes bibliographical references. 
<br/><br/><label>ISBN: </label>9783540221494 (hbk.) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economics<br/>Finance<br/>Interest rates--mathematical models.