The LIBOR market model in practice / Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk.

Author
Gatarek, Dariusz [Browse]
Format
Book
Language
English
Published/​Created
Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006.
Description
xx, 270 p. : ill. ; 25 cm.

Details

Subject(s)
Related name
Series
Wiley finance series. [More in this series]
Bibliographic references
Includes bibliographical references (p. [259]-265) and index.
Other title(s)
London Interbank Offer Rate market model in practice
ISBN
  • 0470014431
  • 9780470014431
LCCN
2006028049
OCLC
71173800
RCP
C - S