The valuation of interest rate derivative securities
By: Jeroen F.J. de Munnik.
Series: Routledge new advances in economics ;; 1
Publisher: Routledge
Published: 1996
Place of publication: London; New York
Language: eng
Number of pages: 181
Subjects: Securities -- Valuation -- Mathematical models.; Interest rates -- Mathematical models.; Derivative securities -- Valuation -- Mathematical models.
Notes: Includes bibliographical references (p. 176-179) and index.