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

Míreanna Comhchosúla

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