Interest rate models Damiano Brigo theory and practice : with smile, inflation, and credit
Material type:
TextLanguage: English Publication details: New York Springer 2006Edition: 2nd edDescription: liv, 981 p. ill. 24 cmISBN: 3540221492Subject(s): Interest rates -- Mathematical models | Derivative securities -- Mathematical models. -- PricesDDC classification: 519.5
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Books
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Bangalore University Library ML | 519.5 BRI M (Browse shelf (Opens below)) | Available | 310759 |
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| 519.5 BOL Introduction to Bayesian statistics | 519.5 BOW Essentials of Business Statistics | 519.5 BOX P Response Surfaces Mixtures and Redge Analyses | 519.5 BRI M Interest rate models | 519.5 CAM Y Asymptotics in statistics | 519.5 CAR Statistical analysis of financial data in S-plus | 519.5 CAR Statistical analysis of financial data in S-plus |
Includes bibliographical references (p. [951]-966) and index.
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