正題名/作者 : Understanding and managing interest rate risks // Ren-Raw Chen.
作者 : Chen, Ren-Raw.
出版者 : Singapore ;World Scientific,1996.
面頁冊數 : xii, 157 p. :ill. ;23 cm.
叢書名 : Series in mathematical finance ;
標題 : Interest rate risk - Mathematical models. -
ISBN : 9810227515 (alk. paper) :
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100 1 $aChen, Ren-Raw.$3217852
245 10$aUnderstanding and managing interest rate risks /$cRen-Raw Chen.
260 $aSingapore ;$aRiver Edge, N. J. :$bWorld Scientific,$c1996.
300 $axii, 157 p. :$bill. ;$c23 cm.
440 0$aSeries in mathematical finance ;$vv. 1
504 $aIncludes bibliographical references (p. [145]-153) and index.
650 0$aInterest rate risk$xMathematical models.$3217853
650 0$aFinancial futures$xMathematical models.$3161083
650 0$aFixed-income securities$xMathematical models.$3217854