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Robust Libor modelling and pricing of derivative products /

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Bibliographic Details
Main Author: Schoenmakers, John
Format: Book
Language:English
Published: Boca Raton, FL : Chapman & Hall/CRC, 2005.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Interest rate futures > Mathematical models.
Interest rates > Mathematical models.
Derivative securities > Prices > Mathematical models.
Opties.
Futures.
Termijnhandel.
Rente.
Wiskundige modellen.
Marchés à terme de taux d'intérêt > Modèles mathématiques.
Taux d'intérêt > Modèles mathématiques.
Instruments dérivés (Finances) > Prix > Modèles mathématiques.
Online Access:Table of contents
Publisher description
Description
Physical Description:xvi, 202 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages 193-198) and index.
ISBN:158488441X (alk. paper)