Modern pricing of interest-rate derivatives : the LIBOR market model and beyond

Author(s)

• Rebonato, Riccardo

Bibliographic Information

Modern pricing of interest-rate derivatives : the LIBOR market model and beyond

Riccardo Rebonato

Princeton University Press, c2002

Note

Bibliography: p. 445-452

Includes index

Details

• NCID: BA59821169
• ISBN:
  • 9780691089737
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton
• Pages/Volumes: xvii, 467 p.
• Size: 25 cm
• Classification:
  • DC21 : 332.6323
• Subject Headings:
  • LCSH : Interest rate futures