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" Term-structure models using binomial trees / "


Document Type : BL
Record Number : 1010979
Doc. No : b765349
Main Entry : Buetow, Gerald William,1962-
Title & Author : Term-structure models using binomial trees /\ Gerald W. Buetow, James Sochacki.
Publication Statement : Charlottesville, Va :: Research Foundation of AIMR,, ©2001.
Page. NO : x, 94 pages :: illustrations ;; 23 cm
ISBN : 0943205530
: : 9780943205533
Bibliographies/Indexes : Includes bibliographical references (pages 91-93).
Subject : Fixed-income securities-- Valuation-- Mathematical models.
Subject : Interest rates-- Mathematical models.
Subject : Interest rates-- Mathematical models.
Dewey Classification : ‭332.8/01/51‬
LC Classification : ‭HB539‬‭.B8877 2001‬
Added Entry : Sochacki, James S.
Added Entry : Research Foundation of AIMR.
copyhttps://lib.clisel.com/site/catalogue/1010979
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