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

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

Detalles Bibliográficos
Autor Principal: Rebonato, Riccardo (Author)
Formato: Libro
Idioma:English
Publicado: Princeton, N.J. Princeton University Press [2002]
Subjects:
Interest rate futures.
LIBOR market model.