Interest rate modeling

Interest rate modeling

by Andersen, Leif B. G.

Type Book
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Title Statements

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

Edition Statements

  • Publication Date:cop. 2010.
  • Edition:1st hardcover ed., 3rd print

Publication Statements

The Physical Object

  • Description:XXXIII, [4] s., S. 408-694, LIII s. : : il. ; : 24 cm.

Edition Identifiers

  • ISBN:0984422110, 9780984422111
  • oclc:ocn892585311

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Writers

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  • Interest Rate Modeling. Volume 2: Term Structure …

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