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 |