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] |
| Extent: | XVII, 467 S. graph. Darst. 23 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 445 - 452 |
| ISBN: | 0-691-08973-6 ; 978-0-691-08973-7 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001693803