Interest rate dynamics, derivatives pricing, and risk management /

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Bibliographic Details
Author / Creator:Chen, Lin, 1965-
Imprint:New York : Springer, 1996.
Description:xii, 149 p. ; 24 cm.
Language:English
Series:Lecture notes in economics and mathematical systems ; 435
Lecture notes in economics and mathematical systems 435.
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/2447655
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ISBN:3540608141 (softcover)
Notes:Based on the author's dissertation submitted to Harvard University.
Includes bibliographical references.