TY  - BOOK
AU  - Schoenmakers,John
TI  - Robust Libor modelling and pricing of derivative products 
SN  - 9781584884415
AV  - HG6024.5 .S36 2005
U1  - 332.6457 22
PY  - 2005///
CY  - Boca Raton
PB  - Chapman & Hall/CRC
KW  - Interest rate futures
KW  - Mathematical models
KW  - Interest rates
KW  - Derivative securities
KW  - Prices
N1  - Includes bibliographical references (p. 193-198) and index
ER  -