Term-structure models [electronic resource] : a graduate course / Damir Filipović.

Bibliographic Details
Uniform Title:Springer finance. Textbook.
Main Author: Filipović, Damir, 1970-
Language:English
Published: Dordrecht ; New York : Springer, c2009.
Series:Springer finance.
Subjects:
Interest rates > Mathematical models.
Fixed-income securities > Valuation > Mathematical models.
Options (Finance)
Interest rate risk.
Online Access:
Springer English/International eBooks 2009 - Full Set: 2009 (Springer Link)
Variant Title:
Term-structure Models: A Graduate Course (Springer finance)
Format: Electronic eBook
Description
Bibliography Note:Includes bibliographical references and index.
ISBN:9781282290563 (online)
9783540680154 (online)