Markov Modeling of the Term Structure in the Heath-Jarrow-Morton Framework
Author | : Jason Irving Cohen |
Publisher | : |
Total Pages | : 424 |
Release | : 1999 |
ISBN-10 | : CORNELL:31924086213745 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Markov Modeling of the Term Structure in the Heath-Jarrow-Morton Framework by : Jason Irving Cohen
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