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...
Main Author: | Rebonato, Riccardo |
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Format: | Electronic eBook |
Language: | Inglés |
Published: |
Princeton, N.J. :
Princeton University Press,
2002.
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Series: | Book collections on Project MUSE.
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Subjects: | |
Online Access: | Texto completo |
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