Interest rate models : an introduction
INITIAL_TITLE_SRCH:
Interest rate models : an introduction
AUTHOR:
Cairns, Andrew (Andrew J. G.)
ISBN:
9780691118949
PUBLICATION_INFO:
Princeton [etc.] : Princeton University Press, c2004
PHYSICAL_DESC:
xii, 274 p. ; 24 cm
GENERAL_NOTE:
Includes bibliographical references and index
SUBJECT:
| Interest rates -- Mathematical models |
| Bonds -- Mathematical models |
| Securities -- Mathematical models |
| Derivative securities -- Prices -- Mathematical models |