Stochastic mean and stochastic volatility : a three-factor model of the term structure of interest rates and its applications in derivatives pricing and risk management /

Stochastic mean and stochastic volatility : a three-factor model of the term structure of interest rates and its applications in derivatives pricing and risk management /

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Bibliographic Details
Author / Creator:	Chen, Lin, 1965-
Imprint:	Cambridge, MA : Blackwell Publishers, c1996.
Description:	88 p. : ill. ; 23 cm.
Language:	English
Series:	Financial markets, institutions & instruments v. 5, no. 1
Subject:	Interest rates -- Mathematical models. Interest rate risk -- Mathematical models. Derivative securities -- Prices -- Mathematical models. Derivative securities -- Prices -- Mathematical models. Interest rate risk -- Mathematical models. Interest rates -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/2460483

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Other authors / contributors:	Leonard N. Stern School of Business.
Notes:	Based on the author's thesis (doctoral)--Harvard University. "New York University, Leonard N. Stern School of Business"--P. [1] of cover. Includes bibliographical references (p. 84-87).

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Call Number:	HB539.C54 1996
c.1	Available Loan period: standard loan Scan and Deliver Request for Pickup Need help? - Ask a Librarian