The LIBOR market model in practice
by
 
Gatarek, Dariusz.

Title
: 
The LIBOR market model in practice

Author
: 
Gatarek, Dariusz.

ISBN
: 
9780470014431

Personal Author
: 
Gatarek, Dariusz.

Publication Information
: 
Chichester, West Sussex, England ; Hoboken, N.J. : John Wiley & Sons, c2007.

Physical Description
: 
xx, 270 p. : ill. ; 25 cm.

Series
: 
Wiley finance series

Series Title
: 
Wiley finance series

Subject Term
: 
Interest rates -- Mathematical models.
 
Interest rate futures -- Mathematical models.

Added Author
: 
Bachert, Przemyslaw.
 
Maksymiuk, Robert.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025543568332.113 G258L 20071