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Interest Rate Models — Theory and Practice

Damiano Brigo () and Fabio Mercurio ()
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Damiano Brigo: Banca IMI
Fabio Mercurio: Banca IMI

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2006
Edition: Second Edition
ISBN: 978-3-540-34604-3
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-540-34604-3

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DOI: 10.1007/978-3-540-34604-3

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