Understanding and managing interest rate risks /

Chen, Ren-Raw. ,

Understanding and managing interest rate risks / Ren-Raw Chen. - xii, 157 pages : illustrations ; 23 cm. - Series in mathematical finance ; v. 1 .

9789810227517 9810227515


Interest rate risk --Mathematical models.
Financial futures--Mathematical models.
Fixed-income securities--Mathematical models.

HG6024.5 / .C47 1996

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