Consistency problems for Health-Jarrow-Morton interest rate models
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
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| Series: | Lecture notes in mathematics (Springer-Verlag)
; 1760 |
| Subjects: | |
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| Physical Description: | viii, 134 σ.; 24 εκ. |
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| Bibliography: | Περιέχει βιβλιογραφικές αναφορές και ευρετήριο |
| ISBN: | 3-540-41493-2 |