AuthorSchoenmakers, John
TitleRobust Libor modelling and pricing of derivative products [electronic resource] / John Schoenmakers
Imprint Boca Raton, FL : Chapman & Hall/CRC, 2005
Connect tohttp://marc.crcnetbase.com/isbn/9780203499092
Descript xvi, 202 p. : ill

Interest rate futures -- Mathematical models Interest rates -- Mathematical models Derivative securities -- Prices -- Mathematical models Electronic books.