Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato.

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Bibliographic Details
Online Access:	Full Text (via ProQuest)
Main Author:	Rebonato, Riccardo (Author)
Format:	eBook
Language:	English
Published:	Princeton, New Jersey : Princeton University Press, 2012.
Subjects:	Interest rate futures. LIBOR market model.

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Full Text (via ProQuest)

Holdings details from Online
Call Number:	HG6024.5 .R433 2002
HG6024.5 .R433 2002	Available