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Market consistency : model calibration in imperfect markets /

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Bibliographic Details
Main Author: Kemp, Malcolm H. D.
Format: Book
Language:English
Published: Chichester, U.K. : John Wiley & Sons, [2009]
Series:Wiley finance series.
Subjects:
Capital market.
Banks and banking.
Risk management.
Description
Physical Description:xxv, 350 pages : illustrations ; 26 cm.
Bibliography:Includes bibliographical references and index.
ISBN:9780470770887 (cloth)
0470770880 (cloth)