Modern pricing of interest-rate derivatives :: the LIBOR market model and beyond /
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton, New Jersey :
Princeton University Press,
2012.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 1 online resource (XVII, 467 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 1400829321 0691089736 9780691089737 9781400829323 |
Internformat
MARC
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| 001 | ZDB-4-EBA-ocn886352679 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d u | ||
| 007 | cr ||||||||||| | ||
| 008 | 140811s2012 njua ob 001 0 eng d | ||
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| 020 | |a 9780691089737 | ||
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| 035 | |a (OCoLC)886352679 | ||
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| 082 | 7 | |a 332.6323 |2 21 | |
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| 100 | 1 | |a Rebonato, Riccardo. |4 aut | |
| 245 | 1 | 0 | |a Modern pricing of interest-rate derivatives : |b the LIBOR market model and beyond / |c Riccardo Rebonato. |
| 264 | 1 | |a Princeton, New Jersey : |b Princeton University Press, |c 2012. | |
| 264 | 4 | |c ©2002 | |
| 300 | |a 1 online resource (XVII, 467 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 504 | |a Includes bibliographical references and index. | ||
| 650 | 0 | |a Interest rate futures. |0 http://id.loc.gov/authorities/subjects/sh85067245 | |
| 650 | 0 | |a LIBOR market model. |0 http://id.loc.gov/authorities/subjects/sh2009006754 | |
| 650 | 6 | |a Marchés à terme de taux d'intérêt. | |
| 650 | 6 | |a Modèle de marché LIBOR. | |
| 650 | 7 | |a Interest rate futures |2 fast | |
| 650 | 7 | |a LIBOR market model |2 fast | |
| 650 | 7 | |a Derivat |g Wertpapier |2 gnd |0 http://d-nb.info/gnd/4381572-8 | |
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| isbn | 1400829321 0691089736 9780691089737 9781400829323 |
| language | English |
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| spelling | Rebonato, Riccardo. aut Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato. Princeton, New Jersey : Princeton University Press, 2012. ©2002 1 online resource (XVII, 467 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Includes bibliographical references and index. Interest rate futures. http://id.loc.gov/authorities/subjects/sh85067245 LIBOR market model. http://id.loc.gov/authorities/subjects/sh2009006754 Marchés à terme de taux d'intérêt. Modèle de marché LIBOR. Interest rate futures fast LIBOR market model fast Derivat Wertpapier gnd http://d-nb.info/gnd/4381572-8 Mathematisches Modell gnd http://d-nb.info/gnd/4114528-8 Preisbildung gnd Portfolio-theorie. gtt (NL-LeOCL)078633508 Derivaten (financiën) gtt (NL-LeOCL)242940358 Stochastische processen. gtt (NL-LeOCL)07867722X has work: Modern pricing of interest-rate derivatives (Text) https://id.oclc.org/worldcat/entity/E39PCY68BbypXXQYptcXcgmQJC https://id.oclc.org/worldcat/ontology/hasWork Print version: Modern pricing of interest-rate derivatives (NL-LeOCL)239513053 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=654505 Volltext |
| spellingShingle | Rebonato, Riccardo Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Interest rate futures. http://id.loc.gov/authorities/subjects/sh85067245 LIBOR market model. http://id.loc.gov/authorities/subjects/sh2009006754 Marchés à terme de taux d'intérêt. Modèle de marché LIBOR. Interest rate futures fast LIBOR market model fast Derivat Wertpapier gnd http://d-nb.info/gnd/4381572-8 Mathematisches Modell gnd http://d-nb.info/gnd/4114528-8 Preisbildung gnd Portfolio-theorie. gtt (NL-LeOCL)078633508 Derivaten (financiën) gtt (NL-LeOCL)242940358 Stochastische processen. gtt (NL-LeOCL)07867722X |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85067245 http://id.loc.gov/authorities/subjects/sh2009006754 http://d-nb.info/gnd/4381572-8 http://d-nb.info/gnd/4114528-8 (NL-LeOCL)078633508 (NL-LeOCL)242940358 (NL-LeOCL)07867722X |
| title | Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / |
| title_auth | Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / |
| title_exact_search | Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / |
| title_full | Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato. |
| title_fullStr | Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato. |
| title_full_unstemmed | Modern pricing of interest-rate derivatives : the LIBOR market model and beyond / Riccardo Rebonato. |
| title_short | Modern pricing of interest-rate derivatives : |
| title_sort | modern pricing of interest rate derivatives the libor market model and beyond |
| title_sub | the LIBOR market model and beyond / |
| topic | Interest rate futures. http://id.loc.gov/authorities/subjects/sh85067245 LIBOR market model. http://id.loc.gov/authorities/subjects/sh2009006754 Marchés à terme de taux d'intérêt. Modèle de marché LIBOR. Interest rate futures fast LIBOR market model fast Derivat Wertpapier gnd http://d-nb.info/gnd/4381572-8 Mathematisches Modell gnd http://d-nb.info/gnd/4114528-8 Preisbildung gnd Portfolio-theorie. gtt (NL-LeOCL)078633508 Derivaten (financiën) gtt (NL-LeOCL)242940358 Stochastische processen. gtt (NL-LeOCL)07867722X |
| topic_facet | Interest rate futures. LIBOR market model. Marchés à terme de taux d'intérêt. Modèle de marché LIBOR. Interest rate futures LIBOR market model Derivat Wertpapier Mathematisches Modell Preisbildung Portfolio-theorie. Derivaten (financiën) Stochastische processen. |
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