Term-structure models a graduate course - Filipovic, Damir-; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009)
Keywords: Interest rates -- Mathematical models; Fixed-income securities -- Valuation -- Mathematical models; Probability Theory and Stochastic Processes; Mathematics; Applications of Mathematics; Quantitative Finance; Game Theory, Economics, Social and Behav. Sciences