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Interest rate models : theory and practice / Damiano Brigo, Fabio Mercurio.

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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, ©2001.
Series:Springer finance.
Subjects:
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.
Description
Physical Description:xxxv, 518 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [501]-508) and index.
ISBN:3540417729 (alk. paper)
Action Note:committed to retain

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