Consistency problems for Heath-Jarrow-Morton interest rate m

By: Filipovic, DamirMaterial type: TextTextSeries: Lecture notes in mathematicsPublisher: Berlin,Springer-Verlag,2001Description: viii; 135p;pbkISBN: 3-540-41493-2Subject(s): Bonds-Mathematical models | Interest rates-Mathematical models | Financial economics | EconomicsDDC classification: 332.82015118/FIL
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