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Consistency problems for Heath-Jarrow-Morton interest rate m by Series: Lecture notes in mathematics
Material type: Text Text
Publication details: Berlin Springer-Verlag 2001
Availability: Items available for loan: IGIDR (1)Collection, call number: 332.82015118/FIL.

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2.
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Term-structure models: A Graduate course by Series: Springer finance
Material type: Text Text
Publication details: Heidelberg Springer-Verlag 2009
Availability: Items available for loan: IGIDR (1)Collection, call number: 332.8015118/FIL.

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3.
Shrinking the term structure / Damir Filipovic, Markus Pelger and Ye Ye by Series: NBER Working Papers ; 32472
Material type: Text Text
Publication details: Cambridge NBER 2024
Online resources:
Availability: Items available for loan: IGIDR (1).

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