Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
Riccardo Rebonato
| Year of publication: |
2002
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Publisher: |
Princeton, N.J. [u.a.] : Princeton Univ. Press |
| Subject: | Zinsderivat | Interest rate derivative | Derivat | Derivative | CAPM | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Zinsstruktur | Yield curve | Zinstermingeschäft | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
Erscheint auch als (Online-Ausgabe):
Rebonato, Riccardo. Modern Pricing of Interest-Rate Derivatives. - Princeton, N.J. : Princeton University Press, 2003. - Online-Ressource (488 S.)
Persistent link: https://www.econbiz.de/10001693803