Title: Interest Rate Models: Theory and Practice (Springer Finance)
Author: D. Brigo ,F. Mercurio
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Link:
http://rapidshare.com/files/6218998/Brigo_and_Mercurio_-_Interest_Rate_Models_-_theory_and_practice.rar.html
This is a very good book, but it is first edition(2001), not the second edition(2006).