Damiano Brigo and Fabio Mercurio: Interest Rate Models – Theory and Practice

Springer Science and Business Media LLC - Tập 21 - Trang 135-137 - 2007
David Skovmand1, Michael Verhofen2
1University of Aarhus, Institute of Economics & Management, Aarhus C, Denmark
2University of St. Gallen, Swiss Institute of Banking & Finance, St. Gallen, Switzerland