Interest rate models

Interest rate models: an introduction

by Cairns, Andrew, (Andrew J. G.)

Type Book
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An Introduction to Interest rate models.

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Title Statements

  • Full title :Interest rate models : an introduction / Andrew J.G. Cairns.

Summary

An Introduction to Interest rate models.

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Edition Statements

  • Publication Date:2004.

Publication Statements

The Physical Object

  • Description:xii, p. 274 cm.

Edition Identifiers

  • ISBN:0691118930, 9780691118932, 0691118949, 9780691118949
  • oclc:on1176326514
  • LC Classification:HG1621
  • Dewey Decimal:332.8/01/51

Subjects

Bonds -- Mathematical models Derivative securities -- Prices Instruments dérivés (Finances) -- Prix Interest rates -- mathematical models Obligations (Valeurs) -- Modèles mathém… Securities -- mathematical models Taux d'intérêt -- Modèles mathématiques

Writers

Cairns, Andrew, (Andrew J. G.)

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