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

By: Brigo, Damiano.
Contributor(s): Mercurio, Fabio.
Material type: materialTypeLabelBookSeries: Springer finance.Publisher: Berlin : Springer, c2001Description: 518 p. : ill.Call No.: HB539 B743I Subject(s): INTEREST RATES -- MATHEMATICAL MODELS | DERIVATIVE SECURITIES -- PRICES -- MATHEMATICAL MODELSBibliography, etc. Note: Includes bibliographical references and index
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Main Campus
Book Shelves 		HB539 B743I (Browse shelf) Available 200205170028

Includes bibliographical references and index

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