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:
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.

MARC

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