Interest rate risk models
Subtitle: theory and practice
By: Anthony J. Cornyn, Elizabeth Mays, editors
Contributors: Cornyn, Anthony J; Mays, Elizabeth
Publisher: Glenlake Publ. Co.; Fitzroy Dearborn; Global Professional Publishing
Published: 1997
Place of publication: Chicago; London
Language: eng
Number of pages: 434
Subjects: Interest rate risk -- Econometric models; Risk management
Notes: Includes index