Modelling interest rates

An edition of Modelling interest rates (2009)

Modelling interest rates

advances in derivatives pricing

By Fabio Mercurio

0 (0 Ratings)

0 Want to read0 Currently reading0 Have read

0 Want to read0 Currently reading0 Have read

Publish Date

2009

Publisher

Risk Books

Language

eng

Pages

283

Description:

subjects: Derivative securities, Interest rates, Mathematical models, LIBOR market model, Financial futures