Munnik, J. F. J. de 1966-

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.

Contingent claim valuation.

HG 4515.2 / .M86 1996

HG 4515.2 .M86 1996