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Interest rate models :theory and pra...

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Brigo, Damiano, (1966-)

Interest rate models :theory and practice /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Interest rate models :Damiano Brigo, Fabio Mercurio.
其他題名:	theory and practice /
作者:	Brigo, Damiano,
其他作者:	Mercurio, Fabio,
出版者:	Berlin ;Springer,2001.
面頁冊數:	xxxv, 518 p. :ill. ;24 cm.
叢書名:	Springer finance
標題:	Interest ratesMathematical models.
ISBN:	3540417729 :

Interest rate models :theory and practice /
Brigo, Damiano,1966-

Interest rate models :theory and practice /Damiano Brigo, Fabio Mercurio. - Berlin ;Springer,2001. - xxxv, 518 p. :ill. ;24 cm. - Springer finance.

Includes bibliographical references (p. [501]-508) and index.

ISBN: 3540417729 :NT1700

LCCN: 2001034206Subjects--Topical Terms:

182968
Interest rates
--Mathematical models.

LC Class. No.: HB539 / .B785 2001

Dewey Class. No.: 332.8/2/015118

Interest rate models :theory and practice /
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082 0 0 $2 21 $a 332.8/2/015118
100 $a Brigo, Damiano, $d 1966- $3 205874
245 1 0 $a Interest rate models : $b theory and practice / $c Damiano Brigo, Fabio Mercurio.
260 $a Berlin ; $a New York : $c 2001. $b Springer,
300 $a xxxv, 518 p. : $b ill. ; $c 24 cm.
440 0 $a Springer finance
504 $a Includes bibliographical references (p. [501]-508) and index.
650 $a Interest rates $x Mathematical models. $3 182968
650 $a Derivative securities $x Prices $x Mathematical models. $3 198190
700 $a Mercurio, Fabio, $d 1966- $3 205873

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