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Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen, Antoon Pelsser

<http://data.bibliotheken.nl/id/nbt/p19279745X>

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rdfs:label "Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen, Antoon Pelsser"
schema:name "Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis"
schema:author Jong, Franciscus Cornelis Johannes Maria de (1966-)
schema:contributor Pelsser, Antoon André Jean (1968-)
Driessen, Joost Johannes Arnold Gerardus (1974-)
schema:mainEntityOfPage <https://data.bibliotheken.nl/.well-known/genid/3753d6a917b6fab4d04850e3c74e9cb4>
http://purl.org/dc/terms#issued "2000"
schema:about Prijsvorming
Interest
Swaps
<http://data.bibliotheken.nl/id/thes/p080637973>
schema:associatedMedia <http://greywww.kub.nl:2080/greyfiles/center/2000/35.html>
<http://arno.uvt.nl/show.cgi?fid=4071>
schema:bookEdition "Version: Febr. 24, 2000"
schema:bookFormat schema:EBook
schema:inLanguage "en"
schema:isPartOf Discussion paper / Center for Economic Research
schema:numberOfPages 0
schema:publication <https://data.bibliotheken.nl/.well-known/genid/52b9aa00253d7118c378dc9c4ff6c69f>
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