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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato
Publisher: Princeton University Press

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Product Description. Ɗ�资管理学4:其他类Rebonato的书: Volatility and Correlation : The Perfect Hedger and the Fox Modern Pricing of Interest-Rate Derivatives : The LIBOR Market Model and. Review of Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover). The LIBOR Market Model in Practice, Gatarek http://books.global-investor.com/books/22759.htm?ginPtrCode=10202. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond I would therefore recommend it to everyone who has any interest in the fascinating universe of fixed-income derivatives. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. Modern pricing of interest-rate derivatives: the LIBOR market model and beyond In the financial derivatives market, yield curves are generated using Bond/ Money Market/ Future and/ or Swap prices, which are liquid. I bought this book two years ago and couldn't follow it. Modern Pricing of Interest－Rate Derivatives ： The LIBOR Market Model and Beyond. Volatility and Correlation ： The Perfect Hedger and the Fox. I am reading the book by Rebonato: “Modern Pricing of Interest Rate Derivatives: The LIBOR Market Model and Beyond”.