000			01403cam a2200289 a 4500
008			090316t2009 flua erb 001 0 eng
020			_a9781420090567 (hbk. : alk. paper)
020			_a1420090569 (hbk. : alk. paper)
040			_aDLC _cDLC
050	0	0	_aHG6024.5 _b.W82 2009
082	0	0	_a332.801'5195 _bWUL
100	1		_aWu, Lixin,
245	1	0	_aInterest rate modeling : _btheory and practice /
260			_aBoca Raton : _bCRC Press, _cc2009.
300			_axix, 333 p. :
440	1		_aChapman & Hall/CRC financial mathematics series
500			_a"A Chapman & Hall book."
504			_aIncludes bibliographical references (p. 319-325) and index.
520			_aInterest rate modeling portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics and computations. It introduces all models with financial-economical justifications, develops options along the martingale approach and handles option evaluations with precise numerical methods. He goes on to address model calibration, an important aspect of model applications in the markets; industrial issues; and the class of affine term structure models for interest rates.
590			_anmn 15/05/13
591			_aLoans
650		0	_aInterest rates - mathematical models
650		0	_aInterest rate futures
650		0	_aInterest rates modelling
942			_2ddc _cBOOK
949			_a332.801'5195 WUL
999			_c5 _d5