Robust Libor modelling and pricing of derivative products /

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

by Schoenmakers, John
Published 2005

Connect to the full text of this electronic book

eBook