Interest rate models : theory and practice / Damiano Brigo, Fabio Mercurio
By: Brigo, Damiano.
Contributor(s): Mercurio, Fabio.
Material type: BookSeries: 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 indexCurrent location | Call number | Status | Date due | Barcode |
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Main Campus Book Shelves | HB539 B743I (Browse shelf) | Available | 200205170028 |
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HB523 M474 Meritocracy and economic inequality | HB539 ม443ท ทฤษฎีดอกเบี้ย = | HB539 A482M Money and interest rates with endogeneously segmented markets | HB539 B743I Interest rate models : | HB539 K444T 1991 The theory of interest | HB539 M847 A multifactor, nonlinear, continuous-time model of interest rate volatility | HB539 V363F 1984 Financial market rates and flows |
Includes bibliographical references and index
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