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Interest rate modeling :

Wu, Lixin, 1961-

Interest rate modeling : theory and practice / Lixin Wu. - Boca Raton : CRC Press, c2009. - xix, 333 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .

"A Chapman & Hall book."

Includes bibliographical references (p. 319-325) and index.

ISBN: 9781420090567 (hbk. : alk. paper) 1420090569 (hbk. : alk. paper)

LCCN: 2009009975

Subjects--Topical Terms:
Interest rates--Mathematical models.
Interest rate futures--Mathematical models.

LC Class. No.: HG6024.5 / .W82 2009 HB 539

Dewey Class. No.: 332.801/5195

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