Consistency problems for Heath-Jarrow-Morton : interest rate models
Gorde:
Egile nagusia: | Filipović, Damir. |
---|---|
Formatua: | Livre |
Hizkuntza: | Anglais |
Argitaratua: |
Berlin :
Springer,
cop. 2001.
|
Saila: | Lecture notes in mathematics
1760 |
Gaiak: | |
Autres localisations: | Voir dans le Sudoc |
Antzeko izenburuak
-
Interest rate modelling
nork: Svoboda, Simona, 1974-
Argitaratua: 2004 -
Interest rate models - theory and practice : with smile, inflation and credit
nork: Brigo, Damiano, 1966-
Argitaratua: 2006 -
Interest rate models : theory and practice
nork: Brigo, Damiano, 1966-
Argitaratua: 2001 -
Produits de taux d'intérêt : méthodes dynamiques d'évaluation et de couverture
nork: Martellini, Lionel.
Argitaratua: 2004 -
Vasicek and beyond : approaches to building and applying interest rate models
Argitaratua: 1996