Interest-rate option models understanding analysing and using models fro exotic interest rate options

Interest-rate option models understanding analysing and using models fro exotic interest rate options

Bibliographic Details
Main Author: Rebonato, Riccardo
Format: Book
Language:English
Published: Chichester Wiley, c1998.
Edition:2nd ed.
Subjects:
Interest rate futures > Mathematical models.
Options (Finance) > Mathematical models.