TY  - BOOK
AU  - Brigo,Damiano
AU  - Mercurio,Fabio
TI  - Interest rate models: theory and practice 
T2  - Springer finance
AV  - HB539 B743I
PY  - 2001///
CY  - Berlin
PB  - Springer
KW  - INTEREST RATES
KW  - MATHEMATICAL MODELS
KW  - DERIVATIVE SECURITIES
KW  - PRICES
N1  - Includes bibliographical references and index
ER  -