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Libor Market Model for pricing derivatives on two interest rate curves
dc.contributor.author | Fernández Pérez, J.L. | es_ES |
dc.contributor.author | Pou Bueno, Marta | es_ES |
dc.contributor.author | Rodríguez Nogueiras, María | es_ES |
dc.contributor.author | Vázquez, Carlos | es_ES |
dc.date.accessioned | 2014-10-01T11:58:35Z | |
dc.date.available | 2014-10-01T11:58:35Z | |
dc.date.issued | 2010 | es_ES |
dc.identifier.citation | Numerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Luis Lions School, 2010: 315-316. ISBN: 978-84-9749-420-5 | es_ES |
dc.identifier.isbn | 978-84-9749-420-5 | es_ES |
dc.identifier.uri | http://hdl.handle.net/2183/13104 | |
dc.language.iso | eng | es_ES |
dc.publisher | Universidade da Coruña | es_ES |
dc.title | Libor Market Model for pricing derivatives on two interest rate curves | es_ES |
dc.type | info:eu-repo/semantics/conferenceObject | es_ES |
dc.rights.access | info:eu-repo/semantics/openAccess | es_ES |