Interest rate dynamics, derivatives pricing, and risk management

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Bibliographic Details
Main Author: Chen, Lin 1965-
Format: Unknown
Published: Berlin Springer 1996
Series:Lecture notes in economics and mathematical systems 435
Subjects:
Online Access:Click Here to View Status and Holdings.
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100 1 # |a Chen, Lin  |c 1965- 
245 1 1 |a Interest rate dynamics, derivatives pricing, and risk management  |c Lin Chen 
260 # # |a Berlin  |b Springer  |c 1996 
300 # # |a xii, 149 p.  |b ill.  |c 24 cm 
490 1 # |a Lecture notes in economics and mathematical systems  |v 435 
500 # # |a Based on the author's dissertation submitted to Harvard University 
504 # # |a Includes bibliographical references (p. [143]-149) 
650 # 0 |a Derivative securities  |x Prices  |x Mathematical models 
856 4 0 |z Click Here to View Status and Holdings.  |u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=151901 
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