Interest rate modeling

Interest rate modeling

by Andersen, Leif B. G.

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Title Statements

  • Full title :Interest rate modeling. / Leif B.G. Andresen and Vladimir V. Piterbarg.

Edition Statements

  • Publication Date:2010.

Publication Statements

The Physical Object

  • Description:376 pages : : illustrations

Edition Identifiers

  • ISBN:9780984422111, 0984422110
  • oclc:ocn963575886
  • LC Classification:Imp

Subjects

Finances -- Gestion du risque Financial risk management -- Mathematic… Fixed-income securities -- Mathematical… Interest rate futures -- Mathematical m… Marchés à terme de taux d'intérêt -- Mo…

Writers

Andersen, Leif B. G. Piterbarg, Vladimir V.

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