The LIBOR market model in practice
Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk
| Year of publication: |
2006
|
|---|---|
| Authors: | Gatarek, Dariusz ; Bachert, Prezemyslaw ; Maksymiuk, Robert |
| Publisher: |
Chichester : John Wiley |
| Subject: | Zinsstrukturtheorie | Derivat <Wertpapier> | Zinstermingeschäft | Mathematisches Modell | Preisbildung | Derivative securities | Prices | Mathematical models |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XX, 270 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-470-01443-1 ; 978-0-470-01443-1 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004846069