Filipović, Damir
Consistency problems for Heath-Jarrow-Morton interest rate models
Damir Filipović
- Berlin ; New York Springer 2001
- viii, 134 p. ; 24 cm
Includes bibliographical references (p. [129]-131) and index
9783540414933
2001020619
Bonds - Mathematical models
Interest rates - Mathematical models
510 FIL