The valuation of interest rate derivative securities / Jeroen F.J. de Munnik.

Bibliographic Details
Uniform Title:	Routledge new advances in economics ; 1.
Main Author:	Munnik, J. F. J. de (Jeroen F. J.), 1966-
Language:	English
Published:	London ; New York : Routledge, 1996.
Series:	Routledge new advances in economics ; 1.
Subjects:	Securities > Valuation > Mathematical models. Interest rates > Mathematical models. Derivative securities > Valuation > Mathematical models. Contingent claim valuation.
Physical Description:	xii, 181 pages : illustrations ; 27 cm.
Format:	Book

Description
Call Number:	HG4515.2 .M86 1996
Bibliography Note:	Includes bibliographical references (pages 176-179) and index.
ISBN:	0415137276