Interest rate dynamics, derivatives pricing, and risk management / Lin Chen.
| Author/creator | Chen, Lin, 1965- |
| Format | Book |
| Publication Info | Berlin ; New York : Springer, ©1996. |
| Description | xii, 149 pages : illustrations ; 24 cm. |
| Subjects |
| Series | Lecture notes in economics and mathematical systems ; 435 Lecture notes in economics and mathematical systems ; 435. ^A511947 |
| General note | Based on the author's dissertation submitted to Harvard University. |
| Bibliography note | Includes bibliographical references (p. [143]-149). |
| LCCN | 96012924 |
| ISBN | 3540608141 (Berlin : softcover : acid-free paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HG6024.A3 C4853 1996 | ✔ Available | Place Hold |