Interest rate modeling : theory and practice

Author(s)

• Wu, Lixin

Bibliographic Information

Interest rate modeling : theory and practice

Lixin Wu

（Chapman & Hall/CRC financial mathematics series）

CRC Press, 2025

3rd ed

• : hbk

Note

Includes bibliographical references (p. 395-406) and index

Details

• NCID: BD05882015
• ISBN:
  • 9781032483559
• LCCN: 2024008660
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xxiii, 411 p.
• Size: 25 cm
• Classification:
  • LCC : HG6024.5
  • DC23 : 332.801/5195
• Subject Headings:
  • LCSH : Interest rates -- Mathematical models
  • LCSH : Interest rate futures -- Mathematical models
• Parent Bibliography ID:
  • BA59871917