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

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Bibliographic Information

Title
"Interest rate models : theory and practice : with smile, inflation and credit"
Statement of Responsibility
Damiano Brigo, Fabio Mercurio
Publisher
  • Springer
  • 2nd ed, corr. 3rd print
Publication Year
  • 2007
Book size
24 cm

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Notes

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

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