An edition of Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series) (2005)

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

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Cover of: Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series) by John Schoenmakers, John Schoenmakers
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Last edited by MARC Bot
December 16, 2022 | History
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An edition of Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series) (2005)

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

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Publish Date
Publisher
Chapman & Hall/CRC
Language
English
Pages
224

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Subjects

Interest rate futures, Mathematical models, Interest rates, Derivative securities, Prices, Marchés à terme de taux d'intérêt, Modèles mathématiques, Taux d'intérêt, Instruments dérivés (Finances), Prix, BUSINESS & ECONOMICS, Investments & Securities, General
Edition Availability
Cover of: Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)
Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)
March 29, 2005, Chapman & Hall/CRC
Hardcover in English

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Book Details

First Sentence

"We here review some basic principles of arbitrage theory and derivative pricing."

Classifications

Library of Congress
HG6024.5 .S36 2005, HG6024.5.S36 2005

The Physical Object

Format
Hardcover
Number of pages
224
Dimensions
9.3 x 6.3 x 0.7 inches
Weight
13.6 ounces

Edition Identifiers

Open Library
OL8795407M
ISBN 10
158488441X
ISBN 13
9781584884415
LCCN
2004065976
OCLC/WorldCat
326786309, 57344057
LibraryThing
7123939

Work Identifiers

Work ID
OL8948556W

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History

Download catalog record: RDF / JSON
December 16, 2022 Edited by MARC Bot import existing book
December 8, 2020 Edited by MARC Bot import existing book
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
December 10, 2009 Created by WorkBot add works page