The LIBOR market model in practice
By: Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk.
Contributors: Bachert, Przemyslaw.; Maksymiuk, Robert.
Series: Wiley finance series
Publisher: John Wiley & Sons
Published: 2006
Place of publication: Chichester, England; Hoboken, NJ
Language: eng
Number of pages: 270
ISBN-13: 9780470014431
Subjects: Interest rates -- Mathematical models; Interest rate futures -- Mathematical models
Other titles: London Interbank Offer Rate market model in practice
Notes: Includes bibliographical references (p. [259]-265) and index.