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Term-Structure Models
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.
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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.
| ISBN / EAN | 9783540097266 |
|---|---|
| Auteur | Filipovic, Damir |
| Editeur | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |