Consistency problems for Heath-Jarrow-Morton interest rate models / Damir Filipović
(Lecture notes in mathematics ; 1760)
| Publisher | Berlin : Springer |
|---|---|
| Year | c2001 |
| Authors | *Filipović, Damir |
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| Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
|---|---|---|---|---|---|---|---|---|---|
| Library Main Building 3rd fl. (Foreign Books) |
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4100:2:1760 | 120101209G |
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| Material Type | Books |
|---|---|
| Size | viii, 134 p. ; 24 cm |
| Notes | Includes bibliographical references (p. [129]-131) and index |
| Subjects | LCSH:Interest rates -- Mathematical models
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LCSH:Bonds -- Mathematical models All Subject Search |
| Language | English |
| ID | 0000415357 |
| ISBN | 3540414932 |
| NCID |
BA51475111 
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