The LIBOR market model in practice

Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk
Bok · Engelsk · 2006

Utgitt	Chichester : Wiley , c2006
Omfang	XX, 270 s. : ill.
Emner	Interest rate futures - Mathematical models Interest rates - Mathematical models Finanser - Matematikk
ISBN	0470014431. - 9780470014431