Valuation of interest-sensitive financial instruments
By: David F. Babbel, Craig B. Merrill.
Contributors: Merrill, Craig.; Society of Actuaries.
Series: SOA monograph -- M-FI96-1
Publisher: Produced for the Society of Actuaries by F.J. Fabozzi Associates
Published: 1996
Place of publication: New Hope, Pa
Language: eng
Number of pages: 145
Subjects: Securities -- Valuation -- Mathematical models; Interest rates -- Mathematical models
Notes: "Published ... for the Society of Actuaries"--p. [4] of cover.

Includes bibliographical references (p. 125-132) and index.