Normal view MARC view ISBD view

Robust Libor modelling and pricing of derivative products

Schoenmakers, John

Robust Libor modelling and pricing of derivative products - Boca Raton Chapman & Hall/CRC 2005 - xvi,202p. ill. 24 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references (p. 193-198) and index.

ISBN: 9781584884415

LCCN: 2004065976

Subjects--Topical Terms:
Interest rate futures--Mathematical models.
Interest rates--Mathematical models.
Derivative securities--Prices--Mathematical models.

LC Class. No.: HG6024.5 / .S36 2005

Dewey Class. No.: 332.6457 / SC-R

Place hold
Print
Add to your cart (remove)
Send to device
Save record
BIBTEX Dublin Core MARC (non-Unicode/MARC-8) MARCXML MODS (XML) RIS MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard)
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)