Interest-rate option models : understanding, analysing and using models for exotic interest-rate options /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Chichester ; New York :
John Wiley & Sons,
[1996]
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| Series: | Wiley series in financial engineering.
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| Subjects: |
| Physical Description: | xxi, 372 pages : illustrations ; 24 cm. |
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| Bibliography: | Includes bibliographical references (pages [361]-365) and index. |
| ISBN: | 0471965693 |