The LIBOR market model in practice
Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk
| Alternative title: | London Interbank Offer Rate market model in practice |
|---|---|
| Year of publication: |
2006
|
| Authors: | Gatarek, Dariusz ; Maksymiuk, Robert ; Bachert, Przemyslaw |
| Other Persons: | Bachert, Prezemyslaw (contributor) |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Preisbildung | Mathematisches Modell | Zinstermingeschäft | Derivat <Wertpapier> | Zinsstrukturtheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XX, 270 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-470-01443-1 ; 978-0-470-01443-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003075547