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

Ítems similars

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