Modern pricing of interest-rate derivatives the LIBOR market model and beyond

Modern pricing of interest-rate derivatives the LIBOR market model and beyond

Библиографические подробности
Главный автор: Rebonato, Riccardo (Автор)
Формат: ‌
Язык:English
Опубликовано: Princeton, N.J. Princeton University Press [2002]
Предметы:
Interest rate futures.
LIBOR market model.