International term structure models
Subtitle: global models of interest rate and foreign exchange rate risk
By: von Markus Leippold.
Series: Bank- und finanzwirtschaftliche Forschungen ;; Bd. 301
Publisher: Verlag Paul Haupt
Published: 1999
Place of publication: Bern
Language: eng
Number of pages: 238
Subjects: Interest rate risk -- Mathematical models.; Foreign exchange rates -- Mathematical models.
Notes: Includes bibliographical references (p. [221]-238).
Originally presented as the author's thesis (doctoral)--University of St. Gallen, 1999.