Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond /
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with lit...
Autor principal: | Rebonato, Riccardo |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Princeton, N.J. :
Princeton University Press,
2002.
|
Colección: | Book collections on Project MUSE.
|
Temas: | |
Acceso en línea: | Texto completo |
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