Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)

Name: Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)
Author: John Schoenmakers

by John Schoenmakers

Cover of Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)

No description available.

Interest rate futuresMathematical modelsInterest ratesDerivative securitiesPricesMarchés à terme de taux d'intérêtModèles mathématiquesTaux d'intérêtInstruments dérivés (Finances)PrixBUSINESS & ECONOMICSInvestments & Securities