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Interest rate models : an introduction / Andrew J.G. Cairns

Publisher Princeton : Princeton University Press
Year c2004
Authors *Cairns, Andrew (Andrew J. G.)

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Library Main Building 3rd fl. (Foreign Books;2 Weeks Loan) : cl 3381:824 120603791T
0691118930

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Material Type Books
Size xii, 274 p. : ill. ; 24 cm
Notes Includes bibliographical references (p. [265]-270) and index
Subjects LCSH:Interest rates -- Mathematical models  All Subject Search
LCSH:Bonds -- Mathematical models  All Subject Search
LCSH:Securities -- Mathematical models  All Subject Search
LCSH:Derivative securities -- Prices -- Mathematical models  All Subject Search
Classification LCC:HG1621
DC22:332.8/01/51
Language English
ID 1000116503
ISBN 0691118930
NCID BA6660660X WCLINK

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