Modern pricing of interest-rate derivatives : the LIBOR market model and beyond

Documents similaires

• Efficient methods for valuing interest rate derivatives
  par: Pelsser, Antoon, 1968-
  Publié: 2000
• Interest rate dynamics, derivatives pricing, and risk management
  par: Chen, Lin, 1965-
  Publié: 1996
• Option pricing, interest rates and risk management : handbooks in mathematical finance
  Publié: 2001
• Vasicek and beyond : approaches to building and applying interest rate models
  Publié: 1996
• Interest rate models : theory and practice
  par: Brigo, Damiano, 1966-
  Publié: 2001