James, Jessica

Interest rate modelling / Jessica James and Nick Webber - Chichester, West Sussex : John Wiley & Sons, 2000 - xviii, 654 p. : ill. ; 24 cm. - Wiley series in financial engineering .

Includes bibliographical references (p. [601]-629) and index



0471975230 RM385.72

99-087500


Interest rates--Mathematical models