Item Details

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Damir Filipović
Format
Book
Published
New York : Springer, 2001.
Language
English
Series
Lecture Notes in Mathematics
Lecture Notes in Mathematics (Springer-Verlag)
ISBN
3540414932 (softcover : alk. paper)
Description
viii, 134 p. : ill. ; 24 cm.
Notes
Includes bibliographical references and index.
Series Statement
Lecture notes in mathematics ; 1760
Lecture notes in mathematics (Springer-Verlag) 1760
Technical Details
  • Access in Virgo Classic

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    a| Interest rates x| Mathematical models.
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