LIBOR market models in practice

Jakob Sidenius

Year of publication:	2000
Authors:	Sidenius, Jakob
Published in:	The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 3.2000, 3, p. 5-26
Subject:	Derivat \| Derivative \| Zinsderivat \| Interest rate derivative \| Zinsstruktur \| Yield curve \| Optionspreistheorie \| Option pricing theory \| Theorie \| Theory

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