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2057777

9781584884415

Robust Libor Modelling and Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products
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Product details

  • ISBN-13: 9781584884415
  • ISBN: 158488441X
  • Publication Date: 2005
  • Publisher: C R C Press LLC

AUTHOR

Schoenmakers, John

SUMMARY

Dr. John Schoenmakers is with the Weierstrass Institute for Applied Analysis and Stochastics, Berlin, GermanySchoenmakers, John is the author of 'Robust Libor Modelling and Pricing of Derivative Products', published 2005 under ISBN 9781584884415 and ISBN 158488441X.

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