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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Rebonato, Riccardo
Format: Electronic eBook
Language:Inglés
Published: Princeton, N.J. : Princeton University Press, ©2002.
Subjects:
Online Access:Texto completo