Modern pricing of interest-rate derivatives : the libor market model and beyond
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Princeton : Oxford :
Princeton University Press,
c2002
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| Physical Description: | xvii, 467 σ.; σχ.; 24 εκ. |
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| Bibliography: | Περιλαμβάνει βιβλιογραφικές αναφορές και ευρετήριο |
| ISBN: | 0-691-08973-6 (hbk.) |