Robust libor modelling and pricing of derivative products
By: Schoenmakers, John.
Material type:
BookPublisher: Boca Raton Chapman & Hall/Crc 2005Description: xvi, 202p.ISBN: 158488441X.Subject(s): Interest Rate Futures-Mathematical Models | 2.Interest Rates-Mathematical Models | 3.Derivative Securities-Prices-Mathematical ModelsDDC classification: 332.64570151 | Sch63r
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Books
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PK Kelkar Library, IIT Kanpur | General Stacks | 332.64570151 Sch63r (Browse shelf) | Available | A161200 |
Total holds: 0
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