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Robust Libor modelling and pricing of derivative products [electronic resource] /

by Schoenmakers, John; ProQuest (Firm).
Material type: materialTypeLabelBookSeries: Chapman & Hall/CRC financial mathematics series: Publisher: Boca Raton, FL : Chapman & Hall/CRC, 2005Description: xvi, 202 p. : ill.ISBN: .Subject(s): Interest rate futures -- Mathematical models | Interest rates -- Mathematical models | Derivative securities -- Prices -- Mathematical models | Electronic booksOnline resources: Click to View
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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.

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