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Consistency problems for Heath-Jarrow-Morton interest rate models

By:

Filipovic Damir

Material type: Text

Text

TextLanguage: English Series: Lecture notes in mathematics; v 1760Publication details: Berlin Springer-Verlag 2001Description: viii,134pISBN:

3-540-41493-2

Subject(s):

Curve-fitting methods

DDC classification:

511.42 F483

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	511.42 F483 (Browse shelf(Opens below))	Available		121210

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Previous	511.42 D278 Practical guide to splines	511.42 Ed21 On Dr. Sheppard's methods of reduction of error by linear compounding	511.42 F249 Kernel-based approximation methods using MATLAB /	511.42 F483 Consistency problems for Heath-Jarrow-Morton interest rate models	511.42 G274 Theory of the combination of observations least subject to errors	511.42 G786 Interpolation and allied tables	511.42 G838 Theory and applications of spline functions	Next

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