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Author Filipović, Damir, 1970-
Title Consistency problems for Heath-Jarrow-Morton interest rate models.
Publication Info Berlin : Springer, 2001.


LOCATION SHELVED AT LOAN TYPE STATUS
 BJL 5th Floor  HB 539 F4  8 WEEK LOAN  AVAILABLE

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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