Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Edition: 1 edition
Publisher: Springer
Published: May 11, 2001
Language: eng
Format: Paperback
Number of pages: 134
ISBN-13: 9783540414933
Subjects: Applied mathematics; Investment & securities; Personal Finance; Business & Economics; Business / Economics / Finance; Textbooks; Business/Economics; General; Interest; Probability & Statistics - General; Business & Economics / Finance; bond markets; Applied; Finance; Investments & Securities - General; Bonds; Interest rates; Mathematical Models
Notes: Lecture Notes in Mathematics