Term-structure models a graduate course / [electronic resource] :
by Damir Filipovic.
- Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009.
- xii, 256 p. : ill., digital ; 24 cm.
- Springer Finance .
9783540680154 (electronic bk.)
Interest rates--Mathematical models. Fixed-income securities--Valuation--Mathematical models. Probability Theory and Stochastic Processes. Mathematics. Applications of Mathematics. Quantitative Finance. Game Theory, Economics, Social and Behav. Sciences.