Loading…

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...

Full description

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

Similar Items