Brigo, D., & Mercurio, F. (2006). Interest rate models- theory and practice: With smile, inflation and credit (2nd ed.). Springer.
Chicago Edition CitationBrigo, Damiano, and Fabio Mercurio. Interest Rate Models- Theory and Practice: With Smile, Inflation and Credit. 2nd ed. Berlin: Springer, 2006.
MLA Edition CitationBrigo, Damiano, and Fabio Mercurio. Interest Rate Models- Theory and Practice: With Smile, Inflation and Credit. 2nd ed. Springer, 2006.
Warning: These citations may not always be 100% accurate.