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Consistency problems for Heath-Jarro...
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Filipovic, Damir, (1970-)
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Consistency problems for Heath-Jarrow-Morton interest rate models /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Consistency problems for Heath-Jarrow-Morton interest rate models // Damir Filipovic.
作者:
Filipovic, Damir,
出版者:
Berlin ;Springer, : c2001.,
面頁冊數:
viii, 134 p. ;24 cm.
標題:
Bonds - Mathematical models. -
ISBN:
3540414932 (pbk.) :
Consistency problems for Heath-Jarrow-Morton interest rate models /
Filipovic, Damir,1970-
Consistency problems for Heath-Jarrow-Morton interest rate models /
Damir Filipovic. - Berlin ;Springer,c2001. - viii, 134 p. ;24 cm. - Lecture notes in mathematics,17600075-8434 ;. - Lecture notes in mathematics (Springer-Verlag) ;1760..
Includes bibliographical references (p. [129]-131) and index.
ISBN: 3540414932 (pbk.) :DM44.00
LCCN: 20102061Subjects--Topical Terms:
723659
Bonds
--Mathematical models.
LC Class. No.: HB539
Dewey Class. No.: 332.8/2/015118
Consistency problems for Heath-Jarrow-Morton interest rate models /
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