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题名/责任者:

Interest rate models : theory and practice : with smile, inflation, and credit / Damiano Brigo, Fabio Mercurio.

版本说明:

2nd ed.

出版发行项:

Berlin ; New York : Springer, 2006.

ISBN:

9783540221494

ISBN:

3540221492

载体形态项:

liv, 981 p. : ill. ; 24 cm.

丛编说明:

Springer finance

个人责任者:

Brigo, Damiano, 1966-

附加个人名称:

Mercurio, Fabio, 1966-

论题主题:

Interest rates-Mathematical models.

论题主题:

Derivative securities-Prices-Mathematical models.

中图法分类号:

F830.9

书目附注:

Includes bibliographical references (p. [951]-966) and index.

豆瓣简介：