"Pelsser, Antoon" <br/><br/>
Efficient methods for valuing interest rate derivatives 

 - London  Springer-Verlag  2000 
 - "xii,172p. : ill. ;24cm." 
<br/><br/> includes bibliography and index 
<br/><br/><label>ISBN: </label>1852333049 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities<br/>Interest rate--Futures<br/>Mathematical model