Fabio Mercurio, Ph.D.

Fabio Mercurio is Head of Derivatives Research at Bloomberg LP, New York.
He is also Adjunct Professor at NYU, member of CME Risk Committee, and director of the research committee of
Iason Ltd,

Fabio holds a BSc in Applied Mathematics from the University of Padua and a Ph.D. in Mathematical Finance from the Erasmus University of Rotterdam.

Interest Rate Models:
Theory and Practice
2nd edition

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