Robust Libor modelling and pricing of derivative products

Author(s)

• Schoenmakers, John

Bibliographic Information

Robust Libor modelling and pricing of derivative products

John Schoenmakers

（Chapman & Hall/CRC financial mathematics series）

Chapman & Hall/CRC, 2005

• : hardcover

Note

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

Details

• NCID: BA72301072
• ISBN:
  • 158488441X
• LCCN: 2004065976
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton, Fla.
• Pages/Volumes: xvi, 202 p.
• Size: 25 cm
• Classification:
  • LCC : HG6024.5
  • DC22 : 332.64/57/0151
• Subject Headings:
  • LCSH : Interest rate futures -- Mathematical models
  • LCSH : Interest rates -- Mathematical models
  • LCSH : Derivative securities -- Prices -- Mathematical models
• Parent Bibliography ID:
  • BA59871917