000 00770cam a2200229 i 4500
005 20151113122948.0
008 121130s2013 gw a b 001 0 eng
020 _a9783642349249
080 _a336.788:519.86
_bBEY
100 1 _aBeyna, Ingo
245 1 0 _aInterest rate derivatives
_bvaluation, calibration and sensitivity analysis
260 _aHeidelberg
_bSpringer
_c2013
300 _axviii, 209 p.
490 0 _aLecture notes in economics and mathematical systems,666
650 0 _aDerivative securities - Mathematical models
650 0 _aInterest rates - Mathematical models
650 0 _aInterest rate futures - Mathematical models
653 _aNumerical analysis
653 _aInterest rate futures
653 _aInterest rate swaps
942 _cBK
999 _c80489
_d80488