Cover Image

Interest rate, term structure, and valuation modeling /

Bibliographic Details
Other Authors: Fabozzi, Frank J.
Format: Book
Language:English
Published: Hoboken, N.J. : Wiley, [2002]
Series:Frank J. Fabozzi series.
Subjects:
Fixed-income securities > Valuation > Mathematical models.
Interest rate futures > Valuation > Mathematical models.
Derivative securities > Valuation > Mathematical models.
Interest rates > Mathematical models.
Description
Physical Description:xiii, 514 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:0471220949