資料來源:
三民書局
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Interest rate models : theory and practice : with smile, inflation, and credit
- 作者： Brigo, Damiano, 1966-
- 其他作者：
- 出版： Berlin ;New York : Springer
- 版本：2nd ed.
- 叢書名： Springer finance
- 主題： Interest rates--Mathematical models , Derivative securities--Prices--Mathematical models
- ISBN： 3540221492 (hbk.): NT$2760 、 9783540221494
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. [951]-966) and index.
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讀者標籤：
- 系統號： 005005449 | 機讀編目格式
館藏資訊
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swapt
資料來源：
三民書局
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