LEADER 00000nam 2200217 a 4500
001 3540414932
007 t
008 010724s2001 gw r 001 eng
020 3540414932
040 CURLLC
050 4 HB 539 F4
100 1 Filipović, Damir,|d1970-
245 10 Consistency problems for Heath-Jarrow-Morton interest rate
models.
260 Berlin :|bSpringer,|c2001.
300 134p.
490 1 Lecture notes in mathematics ;|v1760
650 0 Interest rates|xMathematical models.
650 0 Bonds|xMathematical models.
830 0 Lecture notes in mathematics (Springer-Verlag) ;|v1760.
|