Cover Image

Understanding and managing interest rate risks /

Bibliographic Details
Main Author: Chen, Ren-Raw
Format: Book
Language:English
Published: Singapore ; River Edge, N. J. : World Scientific, [1996]
Series:Series in mathematical finance ; v. 1.
Subjects:
Interest rate risk > Mathematical models.
Financial futures > Mathematical models.
Fixed-income securities > Mathematical models.
Description
Physical Description:xii, 157 pages : illustrations ; 23 cm.
Bibliography:Includes bibliographical references (pages [145]-153) and index.
ISBN:9810227515 (alk. paper)