01134nam--2200349---45--9900005260802033163-540-4193-20052608USA010052608(ALEPH)000052608USA01005260820010626d2001----km-y0ITAy0103-------baENGDEConsistency problems for Heath-Jarrow-Morton interest rate modelsDami FilipovicBerlin [etc.]Springer-Verlagcopyr. 2001VIII; 134 p.ill.20 cmLecture notes in mathematics17602001Lecture notes in mathematics1760InteressoTassoModelli matematici332.82Filipovic,Damir65736ITACBSISBD990000526080203316510 LNM (1760)0026452 CBS51000104770BKSCIALANDI9020010626USA01125620020403USA011701PATRY9020040406USA011637Consistency problems for Heath-Jarrow-Morton interest rate models262228UNISA