Valuation of interest-sensitive financial instruments - Babbel, David F., 1949-; Merrill, Craig B.; Society of Actuaries (New Hope, Pa. : Frank J. Fabozzi Associates, 1996)
'Published ... for the Society of Actuaries'--Cover.
Includes bibliographical references (page 125-132) and index.
Keywords: Securities -- Valuation -- Mathematical models; Interest rates -- Mathematical models