Interest Rate Models-theory and Practice With Smile, Inflation and Credit
Interest Rate Models-theory and Practice With Smile, Inflation and Credit
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  • ISBN-13: 9783540221494
  • ISBN: 3540221492
  • Edition: 2
  • Publication Date: 2006
  • Publisher: Springer Verlag


Brigo, Damiano, Mercurio, Fabio


Written for researchers, and graduate and undergraduate students in the disciplines of financial modelling, mathematical finance, stochastic calculus, probability, and statistics, this 2nd ed has been comprehensively revised and updated.Brigo, Damiano is the author of 'Interest Rate Models-theory and Practice With Smile, Inflation and Credit', published 2006 under ISBN 9783540221494 and ISBN 3540221492.

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