Interest rate dynamics, derivatives pricing, and risk management
By: Lin Chen.
Series: Lecture notes in economics and mathematical systems ;; 435
Publisher: Springer
Published: 1996
Place of publication: Berlin; New York
Language: eng
Number of pages: 149
Subjects: Derivative securities -- Prices -- Mathematical models.
Notes: Includes bibliographical references (p. [143]-149).
Based on the author's dissertation submitted to Harvard University.