Term-Structure Models: A Graduate Course (Springer Finance)

Term-Structure Models: A Graduate Course (Springer Finance)

by Damir Filipovic (Author)

Synopsis

This graduate textbook provides an introduction to the mathematics of term structure models in continuous time. The focus is on a mathematically straightforward but rigorous development of the theory.

$97.40

Quantity

20 in stock

More Information

Format: Illustrated
Pages: 268
Edition: 2009
Publisher: Springer
Published: 14 Aug 2009

ISBN 10: 3540097260
ISBN 13: 9783540097266