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 : Wiley, c1998.

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TextUse in library JBE 11-95Schwarzman Building - General Research Room 315

Details

Description
xxiii, 521 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. [509]-514) and index.
Call Number
JBE 11-95
ISBN
0471979589 (cloth)
LCCN
97043952
OCLC
38002568
Author
Rebonato, Riccardo.
Title
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato.
Imprint
Chichester ; New York : Wiley, c1998.
Edition
2nd ed.
Series
Wiley series in financial engineering
Bibliography
Includes bibliographical references (p. [509]-514) and index.
Research Call Number
JBE 11-95
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