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Consistency problems for Heath-Jarro...

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Filipovic, Damir, (1970-)

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Consistency problems for Heath-Jarrow-Morton interest rate models /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Consistency problems for Heath-Jarrow-Morton interest rate models // Damir Filipovic.
Author:	Filipovic, Damir,
Published:	Berlin ;Springer, : c2001.,
Description:	viii, 134 p. ;24 cm.
Subject:	Bonds - Mathematical models. -
ISBN:	3540414932 (pbk.) :

Consistency problems for Heath-Jarrow-Morton interest rate models /
Filipovic, Damir,1970-

Consistency problems for Heath-Jarrow-Morton interest rate models /Damir Filipovic. - Berlin ;Springer,c2001. - viii, 134 p. ;24 cm. - Lecture notes in mathematics,17600075-8434 ;. - Lecture notes in mathematics (Springer-Verlag) ;1760..

Includes bibliographical references (p. [129]-131) and index.

ISBN: 3540414932 (pbk.) :DM44.00

LCCN: 20102061Subjects--Topical Terms:

723659
Bonds
--Mathematical models.

LC Class. No.: HB539

Dewey Class. No.: 332.8/2/015118

Consistency problems for Heath-Jarrow-Morton interest rate models /
LDR:00726nam a2200229 a 45 001 681910
005 20010806112708.7
008 010805s2001 gw b 001 0 eng
010 $a 20102061
020 $a 3540414932 (pbk.) : $c DM44.00
035 $z BK0003700960
035 $a as 09000031
040 $a DLC $c DLC $d DH
042 $a pcc
050 0 0 $a HB539
050 0 0 $a QA3 $b .L28 no. 1760
082 0 0 $a 332.8/2/015118
082 0 0 $a 510 s
100 $a Filipovic, Damir, $d 1970- $3 723658
245 1 0 $a Consistency problems for Heath-Jarrow-Morton interest rate models / $c Damir Filipovic.
260 $a Berlin ; $a New York : $c c2001. $b Springer,
300 $a viii, 134 p. ; $c 24 cm.
490 1 $a Lecture notes in mathematics, $x 0075-8434 ; $v 1760
504 $a Includes bibliographical references (p. [129]-131) and index.
650 $a Bonds $x Mathematical models. $3 723659
650 $a Interest rates $x Mathematical models. $3 549988
830 $a Lecture notes in mathematics (Springer-Verlag) ; $v 1760. $3 723660

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W0045508

罕用書庫221室(美崙校區,調書請點預約)(RU_221)

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QA3 L28 v.1760

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