Interest rate risk models: Theory and practice

By: Cornyn, Anthony J (ed)Contributor(s): Mays, Elizabeth (ed)Material type: TextTextPublisher: Chicago,Glenlake,1997Description: xv; 434pISBN: 1-888998-04-0Subject(s): Interest--Mathematical models | Finance--Mathematical models | Risk management--Mathematical models | Banks and banking--Mathematicalmodels | Financial economics | EconomicsDDC classification: 332.82/COR
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