Robust Libor modelling and pricing of derivative products /

Robust Libor modelling and pricing of derivative products /

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Bibliographic Details
Author / Creator:	Schoenmakers, John.
Imprint:	Boca Raton : Chapman & Hall/CRC, 2005.
Description:	xvi, 202 p. : ill. ; 25 cm.
Language:	English
Series:	Chapman & Hall/CRC financial mathematics series
Subject:	Interest rate futures -- Mathematical models. Interest rates -- Mathematical models. Derivative securities -- Prices -- Mathematical models. Derivative securities -- Prices -- Mathematical models. Interest rate futures -- Mathematical models. Interest rates -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5625993

Hidden Bibliographic Details
ISBN:	158488441X
Notes:	Includes bibliographical references (p. 193-198) and index.

Regenstein, Bookstacks

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Call Number:	HG6024.5 .S36 2005
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