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题名/责任者:

Interest rate models : theory and practice : with smile, inflation, and credit = 利率模型理论和实践 / Damiano Brigo, Fabio Mercurio.

版本说明:

2nd ed.

出版发行项:

北京 : 世界图书出版公司, 2010.

ISBN:

9787510005602

载体形态项:

liv, 981 p. : ill. ; 23 cm.

变异题名:

利率模型理论和实践

丛编说明:

数学经典教材

个人责任者:

Brigo, Damiano, 1966-

论题主题:

Interest rates-Mathematical models.

论题主题:

Derivative securities-Prices-Mathematical models.

中图法分类号:

F830.9

一般附注:

Title from cover.

书目附注:

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

原版附注:

Reprint. Originally published: Berlin ; New York : Springer, c2006. 3540221492.

豆瓣简介：