Consistency problems for Heath-Jarrow-Morton : interest rate models
Saved in:
| Main Author: | |
|---|---|
| Format: | Livre |
| Language: | Anglais |
| Published: |
Berlin :
Springer,
cop. 2001.
|
| Series: | Lecture notes in mathematics
1760 |
| Subjects: | |
| Autres localisations: | Voir dans le Sudoc |
| Physical Description: | 1 vol. (VIII-134 p.) ; 24 cm. |
|---|---|
| Bibliography: | Notes bibliogr. Index |
| ISBN: | 3540414932 : |
| ISSN: | 0075-8434 |