Robust libor modelling and pricing of derivative products
John Schoenmakers
| Year of publication: |
2005
|
|---|---|
| Authors: | Schoenmakers, John |
| Publisher: |
Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC |
| Subject: | Derivative securities | Mathematical models | Derivat <Wertpapier> | Zinsstrukturtheorie |
| Extent: | XVI, 202 S. : graph. Darst. 24cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 1-58488-441-X |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004799914