Interest rate dynamics, derivatives pricing, and risk management

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Bibliographic Details
Main Author:	Chen, Lin 1965-
Format:	Book
Published:	Berlin Springer 1996
Series:	Lecture notes in economics and mathematical systems 435
Subjects:	Derivative securities > Prices > Mathematical models
Online Access:	Click Here to View Status and Holdings.
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020	#	#	\|a 3540608141
090	0	0	\|a HG6024.A3 \|b C4853 1996
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
964	#	#	\|c BOK \|d 01
040	#	#	\|a Shah Alam