Interest-rate option models
Subtitle: understanding, analysing and using models for exotic interest-rate options
By: Riccardo Rebonato.
Edition: 2nd ed.
Series: Wiley series in financial engineering
Publisher: Wiley
Published: 1998
Place of publication: Chichester; New York
Language: eng
Number of pages: 521
Subjects: Interest rate futures -- Mathematical models.; Options (Finance) -- Mathematical models.
Notes: Includes bibliographical references (p. [509]-514) and index.