Interest rate dynamics, derivatives pricing, and risk management /

Main Author: Chen, Lin, 1965-
Format: Book
Language:English
Published: Berlin ; New York : Springer, c1996.
Subjects:
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008 960314s1996 gw a b 000 0 eng
020 |a 3540608141 (Berlin : softcover : acid-free paper) 
040 |a DLC 
050 |a HG6024.A3  |b C4853 1996 
082 |2 20  |a 332.6 
100 1 |a Chen, Lin,  |d 1965- 
245 1 |a Interest rate dynamics, derivatives pricing, and risk management /  |c Lin Chen. 
260 1 |a Berlin ;  |b Springer,  |c c1996.  |a New York : 
300 1 |a xii, 149 p. :  |b ill. ;  |c 24 cm. 
500 1 |a Based on the author's dissertation submitted to Harvard University. 
504 1 |a Includes bibliographical references (p. [143]-149). 
650 1 |a Derivative securities  |x Prices 
650 1 |x Mathematical models. 
952 |a GrThPMO  |b 59afdb4f6c5ad17d7e59d8c8  |c 952a  |d 9528  |e HG6024.A3C4853 1996  |t 7  |x m  |z Books