Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)

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Author(s): John Schoenmakers
Series: Chapman & Hall/CRC Financial Mathematics Series
Edition: 1
Publisher: Chapman and Hall/CRC
Year: 2005

Language: English
Pages: 16

Robust Libor Modelling and Pricing of Derivative Products......Page 3
Preface......Page 6
Contents......Page 9
List of Tables......Page 13
List of Figures......Page 15