Interest-rate option models : understanding, analysing, and using models for exotic interest rate options /

Main Author: Rebonato, Riccardo
Format: Book
Language:English
Published: New York : John Wiley & Sons, 1998.
Edition:2nd. ed., rev. and updated.
Subjects:
Physical Description:xxiii, 521 p. : ill. ; 25cm.
Bibliography:Includes bibliographical references and index.
ISBN:0471979589