| 000 | 01398cam a22003254a 4500 | ||
|---|---|---|---|
| 003 | CO-NeUS | ||
| 005 | 20180209102711.0 | ||
| 008 | 060620s2006 gw a sb 001 0 eng d | ||
| 020 | _a3540221492 | ||
| 040 |
_aDLC _cDLC _dWaSeSS _dCO-NeUS _bEspañol |
||
| 041 | _aeng | ||
| 082 | 0 | 0 |
_a332.82 _222 _bB856i |
| 100 | 1 |
_aBrigo, Damiano _932448 |
|
| 210 | 1 | 0 | _aInterest rate models |
| 245 | 1 | 0 |
_aInterest rate models _btheory and practice : with smile, inflation, and credit _cDamiano Brigo, Fabio Mercurio. |
| 250 | _a2 ed. | ||
| 264 |
_aBerlin _aNew York _bSpringer _c2006 |
||
| 300 |
_aliv, 981 páginas _bilustrado, figuras, tablas _c24 cm. |
||
| 490 | 0 |
_aSpringer finance _998702 |
|
| 504 | _aIncluye referencias bibliográficas(p. [951]-966) e índice. | ||
| 505 | _aBasic definitions and no arbitrage -- From short rate models to HJM -- Market models -- The volatility smile -- Examples of market payoffs -- Inflation -- Credit -- Appendices | ||
| 650 | 0 |
_aInterest rates _xMathematical models. _9113792 |
|
| 650 | 0 |
_aDerivative securities _xPrices _xMathematical models. _9106339 |
|
| 650 | 0 |
_aTasa de interés _xModelos matemáticos _9132619 |
|
| 650 | 0 |
_aValor derivado _xPrecios _xModelos matemáticos _9134314 |
|
| 700 | 1 |
_aMercurio, Fabio _d1966- _967070 |
|
| 773 | 0 | _tSpringerLink ebooks - Mathematics and Statistics (2006) | |
| 910 | _aLibrary of Congress record | ||
| 942 | _cCG | ||
| 999 |
_c35591 _d35591 |
||