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Author
Filipović, Damir, 1970-
Title
Consistency problems for Heath-Jarrow-Morton interest rate models.
Publication Info
Berlin : Springer, 2001.
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LOCATION
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LOAN TYPE
STATUS
BJL 5th Floor
HB 539 F4
8 WEEK LOAN
AVAILABLE
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Descript
134p.
ISBN
3540414932
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Author
Filipović, Damir, 1970-
Series
Lecture notes in mathematics ; 1760
Lecture notes in mathematics (Springer-Verlag) ; 1760.
Subject
Interest rates -- Mathematical models.
Bonds -- Mathematical models.
Descript
134p.
ISBN
3540414932
Author
Filipović, Damir, 1970-
Series
Lecture notes in mathematics ; 1760
Lecture notes in mathematics (Springer-Verlag) ; 1760.
Subject
Interest rates -- Mathematical models.
Bonds -- Mathematical models.
LOCATION
SHELVED AT
LOAN TYPE
STATUS
BJL 5th Floor
HB 539 F4
8 WEEK LOAN
AVAILABLE
Subject
Interest rates -- Mathematical models.
Bonds -- Mathematical models.
Descript
134p.
ISBN
3540414932
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