Pietersz, R.; Regenmortel, M. van - Erasmus Research Institute of Management (ERIM), ERIM … - 2005
Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and …
ERIM REPORT SERIES RESEARCH IN MANAGEMENT
ERIM Report Series reference number ERS-2005 … Erasmus Research Institute of Management (ERIM)
Rotterdam School of Management / Rotterdam School of
Economics
Erasmus …