The valuation of interest rate derivative securities =
Subtitle: De waardering van rente-afhankelijke instrumenten
By: J.F.J. de Munnik.
Series: Tinbergen Institute research series ;; 40; Tinbergen Institute research series ;; no. 40.
Publisher: Thesis Publishers
Published: 1992
Place of publication: Amsterdam
Language: eng
Number of pages: 223
Subjects: Securities -- Valuation -- Mathematical models.; Derivative securities -- Valuation -- Mathematical models.; Interest rates -- Mathematical models
Other titles: Waardering van rente-afhankelijke instrumenten.; Interest rate derivative securities.
Notes: Includes bibliographical references (p. [207]-212) and index.
Summary in Dutch.