Publication:4504336

zbMath0960.91033MaRDI QIDQ4504336

Antoon Pelsser

Publication date: 13 September 2000

zbMATH Keywords

interest rate; yield curve; forward measure; swap; options. LIBOR model

Mathematics Subject Classification ID

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

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