Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato.

Author/creator Rebonato, Riccardo
Format Book
Edition2nd ed.
Publication InfoChichester ; New York : Wiley, ©1998.
Descriptionxxiii, 521 pages : illustrations ; 24 cm.
Subjects

SeriesWiley series in financial engineering
Wiley series in financial engineering. ^A382352
Bibliography noteIncludes bibliographical references (p. [509]-514) and index.
LCCN 97043952
ISBN0471979589 (cloth)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG6024.5 .R43 1998 ✔ Available Place Hold