Brigo, D., & Mercurio, F. (2001). Interest rate models: Theory and practice. Springer.
Chicago Style (17th ed.) CitationBrigo, Damiano, and Fabio Mercurio. Interest Rate Models: Theory and Practice. Berlin ; New York: Springer, 2001.
MLA (9th ed.) CitationBrigo, Damiano, and Fabio Mercurio. Interest Rate Models: Theory and Practice. Springer, 2001.
Warning: These citations may not always be 100% accurate.