Term structure models

Author(s)

• Andersen, Leif B. G
• Piterbarg, Vladimir V

Bibliographic Information

Term structure models

Leif B.G. Andersen and Vladimir V. Piterbarg

（Interest rate modeling, v. 2）

Atlantic Financial Press, c2010

Note

Includes bibliographical references and index

Details

• NCID: BB06577340
• ISBN:
  • 9780984422111
• LCCN: 2010905508
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xxxiii, 408-694, liii p.
• Size: 25 cm
• Classification:
  • LCC : HG6024.5
• Subject Headings:
  • LCSH : Interest rate futures -- Mathematical models
  • LCSH : Interest rates -- Mathematical models
• Parent Bibliography ID:
  • BB06577227