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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Overview of attention for book
Attention for Chapter 4: 4. The HJM Methodology Revisited
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Chapter title
4. The HJM Methodology Revisited
Chapter number 4
Book title
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Published by
Springer, Berlin, Heidelberg, January 2001
DOI 10.1007/978-3-540-44548-7_4
Book ISBNs
978-3-54-041493-3, 978-3-54-044548-7
Authors

Damir Filipović

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Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Student > Master 1 100%
Readers by discipline Count As %
Economics, Econometrics and Finance 1 100%