Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)
Publisher: Chapman & Hall/CRC
Published: March 29, 2005
Language: eng
Format: Hardcover
Number of pages: 224
ISBN-13: 9781584884415
Subjects: Investment & securities; Mathematical models; Interest; Mathematics; Business / Economics / Finance; Science/Mathematics; Mathematics / General; General; Derivative securities; Interest rate futures; Interest rates; Prices
First sentence: We here review some basic principles of arbitrage theory and derivative pricing.