Modelling of forward libor and swap rates

Authors
Rutkowski, M
Citation
M. Rutkowski, Modelling of forward libor and swap rates, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 336-395
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
336 - 395
Database
ISI
SICI code