TY  - BOOK
AU  - Beyna,Ingo
TI  - Interest rate derivatives : valuation, calibration and sensitivity analysis
T2  - Lecture notes in economics and mathematical systems,666
SN  - 9783642349249 
PY  - 2013///
CY  - Heidelberg
PB  - Springer
KW  - Derivative securities - Mathematical models
KW  - Interest rates - Mathematical models
KW  - Interest rate futures - Mathematical models
KW  - Numerical analysis
KW  - Interest rate futures
KW  - Interest rate swaps
ER  -