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...
Auteur principal: | Rebonato, Riccardo |
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Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Princeton, N.J. :
Princeton University Press,
2002.
|
Collection: | Book collections on Project MUSE.
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Sujets: | |
Accès en ligne: | Texto completo |
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