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

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

Detaylı Bibliyografya
Yazar: Rebonato, Riccardo (Yazar)
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Princeton, N.J. Princeton University Press [2002]
Konular:
Interest rate futures.
LIBOR market model.