Vasicek and beyond : approaches to building and applying interest rate models

Antzeko izenburuak

• Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
  nork: Rebonato, Riccardo.
  Argitaratua: 2002
• Option pricing, interest rates and risk management : handbooks in mathematical finance
  Argitaratua: 2001
• La structure par terme des taux d'intérêt
  nork: Bisière, Christophe, 19..-
  Argitaratua: 1997
• Interest rate dynamics, derivatives pricing, and risk management
  nork: Chen, Lin, 1965-
  Argitaratua: 1996
• La gestion du risque de taux d'intérêt
  nork: Quittard-Pinon, François, 1945-
  Argitaratua: 2000