Interest rate dynamics, derivatives pricing, and risk management /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
c1996.
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| Subjects: |
| Item Description: | Based on the author's dissertation submitted to Harvard University. |
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| Physical Description: | xii, 149 p. : ill. ; 24 cm. |
| Bibliography: | Includes bibliographical references (p. [143]-149). |
| ISBN: | 3540608141 (Berlin : softcover : acid-free paper) |