Description: Interest rate models :

Main Author:	Brigo, Damiano, 1966-
Other Authors:	Mercurio, Fabio,
Format:	Book
Language:	English
Published:	Berlin ; Springer, 2006. New York :
Edition:	2nd ed.
Series:	Springer finance
Subjects:	Interest rates > Mathematical models Derivative securities > Prices
Online Access:	http://www.loc.gov/catdir/enhancements/fy0813/2006929545-d.html

Physical Description:	liv, 981 p. : ill. ; 24 cm.
Bibliography:	Includes bibliographical references (p. [951]-966) and index.
ISBN:	3540221492(hardcover:alk.paper)