A COMMON MARKET MEASURE FOR LIBOR AND PRICING CAPS, FLOORS AND SWAPS IN A FIELD THEORY OF FORWARD INTEREST RATES (Q5493848)
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scientific article; zbMATH DE number 5064491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A COMMON MARKET MEASURE FOR LIBOR AND PRICING CAPS, FLOORS AND SWAPS IN A FIELD THEORY OF FORWARD INTEREST RATES |
scientific article; zbMATH DE number 5064491 |
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A COMMON MARKET MEASURE FOR LIBOR AND PRICING CAPS, FLOORS AND SWAPS IN A FIELD THEORY OF FORWARD INTEREST RATES (English)
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16 October 2006
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