Schoenmakers  <br/><br/>
Robust Libor modelling and pricing of derivative products  
/ John Schoenmakers. 
 - Boca Raton  Chapman & Hall/CRC  2005. 
 - xvi, 202p.  ill.  24cm 
 - Chapman & Hall/CRC financial mathematics series .
<br/><br/> Includes index p.199 - 202 
<br/><br/><label>ISBN: </label>158488441X  
<br/><br/><label>Subjects--Topical Terms: </label><br/>Interest rate futures--Mathematical models<br/>Interest rates--Mathematical models
<br/><br/><label>Dewey Class. No.: </label>332.64570151 SCH 2005