000			00923aam a2200205 4500
003			OSt
005			20160215141004.0
008			160213b xxu||||| |||| 00| 0 eng d
020			_a9781420090567
040			_c
082			_a332.8015195 _bWU
100			_aWu, Lixin _91288
245			_aInterest Rate Modeling: Theory and Practice
260			_bCRC Press _c2015 _aBoca Raton
300			_a333p
440			_aChapman & Hall/CRC Financial Mathematics Series _91289
500			_a1. The Basics of Stochastic Calculus 2. The Martingale Representation Theorem 3. Interest Rates and Bonds 4. The Heath-Jarrow-Morton Model 5. Short-Rate Models and Lattice Implementation 6. The LIBOR Market Model 7. Calibration of LIBOR Market Model 8. Volatility and Correlation Adjustments 9. Affine Term Structure Models
600			_aInterest Rates - Mathematical Models _91290
942			_2ddc _cLB _k332.8015195 _mWU
999			_c101039 _d101039