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Interest rate models : theory and practice : with smile, inflation and credit / Damiano Brigo, Fabio Mercurio
(Springer finance)
| データ種別 | 図書 |
|---|---|
| 版 | 2nd ed |
| 出版者 | Berlin : Springer |
| 出版年 | c2006 |
| 本文言語 | 英語 |
| 大きさ | liv, 981 p. : ill. ; 24 cm |
目次／あらすじ
書誌詳細を非表示
| 一般注記 | Includes bibliographical references (p. [951]-966) and index |
|---|---|
| 著者標目 | *Brigo, Damiano, 1966- Mercurio, Fabio, 1966- |
| 件 名 | LCSH:Interest rates--Mathematical models LCSH:Derivative securities--Prices--Mathematical models |
| 分 類 | LCC:HB539 DC21:332.82015118 |
| 書誌ID | 4100021022 |
| ISBN | 3540221492 |
| NCID |
BA78031731 
|