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

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

Bibliographische Detailangaben
1. Verfasser: Rebonato, Riccardo (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Princeton, N.J. Princeton University Press [2002]
Schlagworte:
Interest rate futures.
LIBOR market model.