Research Catalog

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options

Title
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato.
Author
Rebonato, Riccardo.
Publication
Chichester ; New York : John Wiley & Sons, c1996.

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Details

Description
xxi, 372 p. : ill.; 24 cm.
Series Statement
Wiley series in financial engineering
Subject
  • Interest rate futures > Mathematical models
  • Options (Finance) > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p. [361]-365) and index.
Call Number
JBE 96-2976
ISBN
0471965693
LCCN
96022784
OCLC
34782699
Author
Rebonato, Riccardo.
Title
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato.
Imprint
Chichester ; New York : John Wiley & Sons, c1996.
Series
Wiley series in financial engineering
Bibliography
Includes bibliographical references (p. [361]-365) and index.
Research Call Number
JBE 96-2976
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