Consistency problems for Heath-Jarrow-Morton interest rate models / Damir Filipović.

Author/creator Filipović, Damir, 1970-
Format Book
Publication InfoBerlin ; New York : Springer, ©2001.
Descriptionviii, 134 pages ; 24 cm.
Subjects

SeriesLecture notes in mathematics ; 1760
Lecture notes in mathematics (Springer-Verlag) 1760. ^A496146
Local noteJoyner-FOR JOYNER LIBRARY HOLDINGS OF THE SERIES, LECTURE NOTES IN MATHEMATICS (SPRINGER-VERLAG), SEARCH BY CALL NUMBER QA3 .L28.
Bibliography noteIncludes bibliographical references (p. [129]-131) and index.
LCCN 2001020619
ISBN3540414932 (softcover : alk. paper)