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 ISBN: 0471975230 RM385.72 LCCN: 99-087500 Subjects--Topical Terms: Interest rates--Mathematical models