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." Fakulti Keusahawanan dan Perniagaan.

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

9781420090567


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