Consistency problems for Heath-Jarrow-Morton interest rate models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2001
|
| Schriftenreihe: | Lecture notes in mathematics
1760 |
| Schlagworte: | |
| Beschreibung: | VIII, 134 S. |
| ISBN: | 3540414932 |
Internformat
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| 100 | 1 | |a Filipović, Damir |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Consistency problems for Heath-Jarrow-Morton interest rate models |c Damir Filipović |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2001 | |
| 300 | |a VIII, 134 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in mathematics |v 1760 | |
| 650 | 4 | |a Zinsstrukturtheorie - Stochastisches Modell | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Interest rates -- Mathematical models | |
| 650 | 4 | |a Bonds -- Mathematical models | |
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Datensatz im Suchindex
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:50:01Z |
| institution | BVB |
| isbn | 3540414932 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009344094 |
| oclc_num | 248335272 |
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| physical | VIII, 134 S. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Springer |
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| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Filipović, Damir Verfasser aut Consistency problems for Heath-Jarrow-Morton interest rate models Damir Filipović Berlin [u.a.] Springer 2001 VIII, 134 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 1760 Zinsstrukturtheorie - Stochastisches Modell Mathematisches Modell Interest rates -- Mathematical models Bonds -- Mathematical models HJM-Modell (DE-588)4642940-2 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 gnd rswk-swf HJM-Modell (DE-588)4642940-2 s DE-604 Zinsstrukturtheorie (DE-588)4117720-4 s Stochastisches Modell (DE-588)4057633-4 s Lecture notes in mathematics 1760 (DE-604)BV000676446 1760 |
| spellingShingle | Filipović, Damir Consistency problems for Heath-Jarrow-Morton interest rate models Lecture notes in mathematics Zinsstrukturtheorie - Stochastisches Modell Mathematisches Modell Interest rates -- Mathematical models Bonds -- Mathematical models HJM-Modell (DE-588)4642940-2 gnd Stochastisches Modell (DE-588)4057633-4 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| subject_GND | (DE-588)4642940-2 (DE-588)4057633-4 (DE-588)4117720-4 |
| title | Consistency problems for Heath-Jarrow-Morton interest rate models |
| title_auth | Consistency problems for Heath-Jarrow-Morton interest rate models |
| title_exact_search | Consistency problems for Heath-Jarrow-Morton interest rate models |
| title_full | Consistency problems for Heath-Jarrow-Morton interest rate models Damir Filipović |
| title_fullStr | Consistency problems for Heath-Jarrow-Morton interest rate models Damir Filipović |
| title_full_unstemmed | Consistency problems for Heath-Jarrow-Morton interest rate models Damir Filipović |
| title_short | Consistency problems for Heath-Jarrow-Morton interest rate models |
| title_sort | consistency problems for heath jarrow morton interest rate models |
| topic | Zinsstrukturtheorie - Stochastisches Modell Mathematisches Modell Interest rates -- Mathematical models Bonds -- Mathematical models HJM-Modell (DE-588)4642940-2 gnd Stochastisches Modell (DE-588)4057633-4 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| topic_facet | Zinsstrukturtheorie - Stochastisches Modell Mathematisches Modell Interest rates -- Mathematical models Bonds -- Mathematical models HJM-Modell Stochastisches Modell Zinsstrukturtheorie |
| volume_link | (DE-604)BV000676446 |
| work_keys_str_mv | AT filipovicdamir consistencyproblemsforheathjarrowmortoninterestratemodels |