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Schoenmakers, John.

Robust Libor modelling and pricing of derivative products [electronic resource] / John Schoenmakers. - Boca Raton, FL : Chapman & Hall/CRC, 2005. - xvi, 202 p. : ill. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .

Includes bibliographical references (p. 193-198) and index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

ISBN:

LCCN:

Subjects--Topical Terms:
Interest rate futures--Mathematical models.
Interest rates--Mathematical models.
Derivative securities--Prices--Mathematical models.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG6024.5 / .S36 2005

Dewey Class. No.: 332.64/57/0151