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author_facet:"Mercurio, Fabio"
dewey-ones:"519 - Probabilities & applied mathematics"
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1
Interest Rate Models Theory and Practice
by
Brigo, Damiano
,
Mercurio, Fabio
Published 2001
Springer Berlin Heidelberg
“
... - are discussed, building on the basic short rate-models and market models introduced earlier for the default-
free
...
”
Read Now
2
Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit
by
Brigo, Damiano
,
Mercurio, Fabio
Published 2006
Springer Berlin Heidelberg
“
... for the default-
free
market
. Counterparty risk in interest rate payoff valuation is also considered, motivated...
”
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Author: Mercurio, Fabio
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Classification: 519 - Probabilities & applied mathematics
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519 - Probabilities & applied mathematics
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Springer Book Archives -2004
1
Springer eBooks 2005-
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Author
Brigo, Damiano
2
Mercurio, Fabio
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