Filipovic, Damir-

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.

HB539 / .F555 2009

332.80151