Modern pricing of interest rate derivatives : the LIBOR market model and beyond
Riccardo Rebonato
| Year of publication: |
2002
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Publisher: |
Princeton [u.a.] : Princeton Univ. Press |
| Subject: | Derivat <Wertpapier> | Preisbildung | Mathematisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XVII, 467 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-691-08973-6 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004663055