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

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

Detalhes bibliográficos
Autor principal: Rebonato, Riccardo (Autor)
Formato: Livro
Idioma:English
Publicado em: Princeton, N.J. Princeton University Press [2002]
Assuntos:
Interest rate futures.
LIBOR market model.