Lecture Notes in Mathematics
Volume 1760, 2004, DOI: 10.1007/b76888

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Damir Filipovic

Contents

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About This Book

Title
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Author
Collection
Mathematics and Statistics
Subjects
None Assigned
Copyright Year
2004
DOI
10.1007/b76888
ISBN
978-3-540-41493-3
Additional Links
Publisher
Springer Berlin / Heidelberg
SpringerLink Date
Tuesday, November 02, 2004

About This Book Series

Title
Lecture Notes in Mathematics
Coverage
Volume 1 / 1964 - Volume 2043 / 2012
Collection
Mathematics and Statistics
Subjects
ISSN
0075-8434 (Print)
1617-9692 (Online)
Additional Links
Publisher
Springer Berlin / Heidelberg
SpringerLink Date
Tuesday, July 01, 2003