Robust Libor modelling and pricing of derivative products

John Schoenmakers
Bok · Engelsk · 2005

Utgitt	Boca Raton, FL : Chapman & Hall/CRC , 2005
Omfang	XVI, 202 s. : ill.
Emner	Derivative securities - Prices Mathematical models Interest rate futures - Mathematical models Interest rates - Mathematical models
ISBN	158488441X