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

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

Bibliografiske detaljer
Hovedforfatter: Rebonato, Riccardo (Author)
Format: Bog
Sprog:English
Udgivet: Princeton, N.J. Princeton University Press [2002]
Fag:
Interest rate futures.
LIBOR market model.