Modelling interest rates : advances in derivatives pricing /

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Bibliographic Details
Other Authors: Mercurio, Fabio, 1966-
Format: Book
Language:English
Published: London : Risk Books, c2009.
Subjects:
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245 0 0 |a Modelling interest rates :  |b advances in derivatives pricing /  |c edited by Fabio Mercurio. 
260 |a London :  |b Risk Books,  |c c2009. 
300 |a xxv, 283 p. :  |b ill. ;  |c 24 cm. 
504 |a Includes bibliographical references and index. 
650 0 |a Derivative securities. 
650 0 |a Interest rates  |x Mathematical models. 
650 0 |a LIBOR market model. 
650 0 |a Financial futures. 
700 1 |a Mercurio, Fabio,  |d 1966- 
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