Interest rate risk models
Subtitle: theory and practice
By: Anthony G. (sic.) Cornyn and Elizabeth Mays, editors.
Contributors: Cornyn, Anthony G.; Mays, Elizabeth
Publisher: Glenlake Pub.; Fitzroy Dearborn Pub.
Published: 1997
Place of publication: Chicago; London; Chicago; London
Language: eng
Number of pages: 434
Subjects: Interest rate risk -- Mathematical models.
Notes: Includes bibliographical references and index.