Modelling interest rates : advances in derivatives pricing
ed. by Fabio Mercurio
| Year of publication: |
2009
|
|---|---|
| Other Persons: | Mercurio, Fabio (contributor) |
| Publisher: |
London : Risk Books |
| Subject: | Derivative securities. | Interest rates--Mathematical models. | LIBOR market model. | Financial futures. |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XXV, 283 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-906348-13-7 |
| Source: |
Persistent link: https://www.econbiz.de/10009285367