Robust libor modelling and pricing of derivative products
John Schoenmakers
| Year of publication: |
2005
|
|---|---|
| Authors: | Schoenmakers, John |
| Publisher: |
Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC |
| Subject: | Derivat | Derivative | Zinsderivat | Interest rate derivative | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory | Theorie | Theory | Derivat <Wertpapier> | Zinsstrukturtheorie |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XVI, 202 S. graph. Darst. 24 cm |
|---|---|
| Series: | Chapman & Hall/CRC financial mathematics series. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC, ZDB-ID 2261427-8. - Vol. [3] |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 1-58488-441-X ; 978-1-58488-441-5 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001984160