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9783540221494

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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Product details

  • ISBN-13: 9783540221494
  • ISBN: 3540221492
  • Edition: 2
  • Publication Date: 2006
  • Publisher: Springer Verlag

AUTHOR

Brigo, Damiano, Mercurio, Fabio

SUMMARY

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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