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

Bibliographic Details
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

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