Wu, Lixin, 1961-

Interest rate modeling theory and practice / Lixin Wu - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC, 2009 - XIX, 333 p. : graph. Darst. ; 24 cm. - Chapman & Hall/CRC financial mathematics series .

9781420090567 (hbk.)


Interest rate futures -- Mathematical models.
Interest rates -- Mathematical models.