Libor Market Model for pricing derivatives on two interest rate curves

Simple item page
UDC.coleccionPublicacións UDCes_ES
dc.contributor.authorFernández Pérez, J.L.es_ES
dc.contributor.authorPou Bueno, Martaes_ES
dc.contributor.authorRodríguez Nogueiras, Maríaes_ES
dc.contributor.authorVázquez, Carlos
dc.date.accessioned2014-10-01T11:58:35Z
dc.date.available2014-10-01T11:58:35Z
dc.date.issued2010es_ES
dc.identifier.citationNumerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Luis Lions School, 2010: 315-316. ISBN: 978-84-9749-420-5es_ES
dc.identifier.isbn978-84-9749-420-5es_ES
dc.identifier.urihttp://hdl.handle.net/2183/13104
dc.language.isoenges_ES
dc.publisherUniversidade da Coruñaes_ES
dc.rights.accessRightsopen accesses_ES
dc.titleLibor Market Model for pricing derivatives on two interest rate curveses_ES
dc.typeconference outputes_ES
dspace.entity.typePublication
relation.isAuthorOfPublicationdbc2be8e-6741-46b3-a22e-b648eae643d4
relation.isAuthorOfPublication.latestForDiscoverydbc2be8e-6741-46b3-a22e-b648eae643d4

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
CC-114_art_16.pdf
Size:
158.3 KB
Format:
Adobe Portable Document Format
Download

Collections

XIV Spanish-French Jacques-Louis Lions School : (A Coruña, Spain, September 6-10th,2010)