Research Catalog
Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
- Title
- Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato.
- Author
- Rebonato, Riccardo.
- Publication
- Princeton, N.J. : Woodstock : Princeton University Press, 2002.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | JBE 03-224 | Offsite |
Details
- Description
- xvii, 467 p. : ill.; 23 cm.
- Subject
- Interest rate futures
- Bibliography (note)
- Includes bibliographical references (p. 445-452) and index.
- Call Number
- JBE 03-224
- ISBN
- 0691089736
- OCLC
- 50582864
- Author
- Rebonato, Riccardo.
- Title
- Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato.
- Imprint
- Princeton, N.J. : Woodstock : Princeton University Press, 2002.
- Bibliography
- Includes bibliographical references (p. 445-452) and index.
- Research Call Number
- JBE 03-224