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Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and Beyond
Modern Pricing of InterestRate Derivatives The LIBOR Market Model and Beyond
Author: Riccardo Rebonato
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccard...  more »
ISBN-13: 9780691089737
ISBN-10: 0691089736
Publication Date: 11/4/2002
Pages: 480
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Publisher: Princeton University Press
Book Type: Hardcover
Members Wishing: 1
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