Interest rate dynamics, derivatives pricing, and risk management / Lin Chen.

Author/creator Chen, Lin, 1965-
Format Book
Publication InfoBerlin ; New York : Springer, ©1996.
Descriptionxii, 149 pages : illustrations ; 24 cm.
Subjects

SeriesLecture notes in economics and mathematical systems ; 435
Lecture notes in economics and mathematical systems ; 435. ^A511947
General noteBased on the author's dissertation submitted to Harvard University.
Bibliography noteIncludes bibliographical references (p. [143]-149).
LCCN 96012924
ISBN3540608141 (Berlin : softcover : acid-free paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG6024.A3 C4853 1996 ✔ Available Place Hold