Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Main Author: Filipovic, Damir
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2001
Series:Lecture Notes in Mathematics
Subjects:
Online Access:
Collection: Lecture Notes in Mathematics - Collection details see MPG.ReNa
Physical Description:v. digital
ISBN:9783540414933
978-3-540-41493-3