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Interest rate models :theory and pra...

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Brigo, Damiano, (1966-)

Interest rate models :theory and practice : with smile, inflation, and credit /

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 : with smile, inflation, and credit /
作者:	Brigo, Damiano,
其他作者:	Mercurio, Fabio,
出版者:	Berlin ;Springer,c2006.
面頁冊數:	liv, 981 p. :ill. ;24 cm.
標題:	Interest ratesMathematical models.
電子資源:	http://www.loc.gov/catdir/enhancements/fy0813/2006929545-d.html
ISBN:	9783540221494 :

Interest rate models :theory and practice : with smile, inflation, and credit /
Brigo, Damiano,1966-

Interest rate models :theory and practice : with smile, inflation, and credit /Damiano Brigo, Fabio Mercurio. - 2nd ed. - Berlin ;Springer,c2006. - liv, 981 p. :ill. ;24 cm. - Springer finance.

Includes bibliographical references (p. [951]-966) and index.

ISBN: 9783540221494 :NT

LCCN: 2006929545Subjects--Topical Terms:

182968
Interest rates
--Mathematical models.

LC Class. No.: HB539 / B856 2006

Dewey Class. No.: 332.8/2015118

Interest rate models :theory and practice : with smile, inflation, and credit /
LDR:00815nam 2200217 a 4500 001 238469
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010 $a 2006929545
020 $a 9783540221494 : $c NT $2 911
020 $a 3540221492 (hardcover : alk. paper)
035 $a 2006929545
040 $a DLC $c DLC $d DLC
050 4 $a HB539 $b B856 2006
082 0 0 $a 332.8/2015118 $2 22
100 1 $a Brigo, Damiano, $d 1966- $3 205874
245 1 0 $a Interest rate models : $b theory and practice : with smile, inflation, and credit / $c Damiano Brigo, Fabio Mercurio.
250 $a 2nd ed.
260 $a Berlin ; $a New York : $b Springer, $c c2006.
300 $a liv, 981 p. : $b ill. ; $c 24 cm.
490 0 $a Springer finance
504 $a Includes bibliographical references (p. [951]-966) and index.
650 0 $a Interest rates $x Mathematical models. $3 182968
650 0 $a Derivative securities $x Prices $x Mathematical models. $3 198190
700 1 $a Mercurio, Fabio, $d 1966- $3 205873
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0813/2006929545-d.html

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