The valuation of interest rate derivative securities /
Jeroen F.J. de Munnik.
- London ; New York : Routledge, 1996.
- xii, 181 p. : ill. ; 27 cm.
- Routledge new advances in economics ; 1 .
Includes bibliographical references (p. 176-179) and index.
0415137276
96006089
Securities--School of Business and Education Interest rates--Mathematical models. Derivative securities--Valuation--Mathematical models.